Improved Efficiency of the Frank-Wolfe Algorithm for Convex Network Programs

Larry J. LeBlanc, Richard V. Helgason and David E. Boyce
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Larry J. LeBlanc: Vanderbilt University, Nashville, Tennessee
Richard V. Helgason: Southern Methodist University, Dallas, Texas
David E. Boyce: University of Illinois, Urbana, Illinois

Transportation Science, 1985, vol. 19, issue 4, 445-462

Abstract: We discuss methods for speeding up convergence of the Frank-Wolfe algorithm for solving nonlinear convex programs. Models involving hydraulic networks, road networks and factory-warehouse networks are described. The PARTAN technique and heuristic variations of the Frank-Wolfe algorithm are described which serve to significantly improve the convergence rate with no significant increase in memory requirements. Computational results for large-scale models are reported.

Date: 1985
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Persistent link: https://EconPapers.repec.org/RePEc:inm:ortrsc:v:19:y:1985:i:4:p:445-462

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