The Stiff Is Moving---Conjugate Direction Frank-Wolfe Methods with Applications to Traffic Assignment *

Maria Mitradjieva () and Per Olov Lindberg ()
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Maria Mitradjieva: Institute of Technology, Linköping University, SE-58183 Linköping, Sweden
Per Olov Lindberg: Department of Transport Science, KTH Royal Institute of Technology, SE-100 44 Stockholm, Sweden; and Department of Numerical Analysis, KTH

Transportation Science, 2013, vol. 47, issue 2, 280-293

Abstract: We present versions of the Frank-Wolfe method for linearly constrained convex programs, in which consecutive search directions are made conjugate. Preliminary computational studies in a MATLAB environment applying pure Frank-Wolfe, conjugate direction Frank-Wolfe (CFW), bi-conjugate Frank-Wolfe (BFW), and “partanized” Frank-Wolfe methods to some classical Traffic Assignment Problems show that CFW and BFW compare favorably to the other methods. This spurred a more detailed study, comparing our methods to an origin-based algorithm. This study indicates that our methods are competitive for accuracy requirements ensuring link flow stability. We also show that CFW is globally convergent. We further point at independent studies by other researchers that show that our methods compare favorably with recent bush-based and gradient projection algorithms on computers with several cores.

Keywords: traffic assignment; multicommodity flow; conjugate directions (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (12)

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Persistent link: https://EconPapers.repec.org/RePEc:inm:ortrsc:v:47:y:2013:i:2:p:280-293

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