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Accelerating convergence of the Frank-Wolfe algorithm

Author

Listed:
  • Weintraub, Andrés
  • Ortiz, Carmen
  • González, Jaime

Abstract

We consider the Frank-Wolfe algorithm in the context of the traffic assignment problem. The slow-convergence characteristics close to the optimum solution of this popular approach are well known. Several proposals have improved on the original method by modifying the search direction. We propose modifying the step size, which leads to very significant improvements in efficiency.

Suggested Citation

  • Weintraub, Andrés & Ortiz, Carmen & González, Jaime, 1985. "Accelerating convergence of the Frank-Wolfe algorithm," Transportation Research Part B: Methodological, Elsevier, vol. 19(2), pages 113-122, April.
    • Handle: RePEc:eee:transb:v:19:y:1985:i:2:p:113-122
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    Cited by:

    1. Jayakrishnan, R. & Tsai, Wei T. & Prashker, Joseph N. & Rajadhyaksha, Subodh, 1994. "A Faster Path-Based Algorithm for Traffic Assignment," University of California Transportation Center, Working Papers qt2hf4541x, University of California Transportation Center.
    2. Liu, Zhiyuan & Chen, Xinyuan & Hu, Jintao & Wang, Shuaian & Zhang, Kai & Zhang, Honggang, 2023. "An alternating direction method of multipliers for solving user equilibrium problem," European Journal of Operational Research, Elsevier, vol. 310(3), pages 1072-1084.
    3. Maria Mitradjieva & Per Olov Lindberg, 2013. "The Stiff Is Moving---Conjugate Direction Frank-Wolfe Methods with Applications to Traffic Assignment ," Transportation Science, INFORMS, vol. 47(2), pages 280-293, May.
    4. Taesung Hwang, 2021. "Assignment of Freight Truck Shipment on the U.S. Highway Network," Sustainability, MDPI, vol. 13(11), pages 1-11, June.
    5. Li, Li & Li, Xiaopeng, 2019. "Parsimonious trajectory design of connected automated traffic," Transportation Research Part B: Methodological, Elsevier, vol. 119(C), pages 1-21.

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