Abstract
We present a version of the Frank-Wolfe method for linearly const rained convex programs, in which consecutive search direction are made conjugate to each other. We also present preliminary computat ional studies in a MATLAB environment. In these we apply the pure Frank-Wolfe, the Conjugate Direction Frank-Wolfe(CDFW) and the “partanized” Frank-Wolfe to some classical Traffic Assignment Problems. CDFW compares favorably to the other methods in this study
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Daneva, M., Lindberg, P.O. (2003). A Conjugate Direction Frank-Wolfe Method with Applications to the Traffic Assignment Problem. In: Leopold-Wildburger, U., Rendl, F., Wäscher, G. (eds) Operations Research Proceedings 2002. Operations Research Proceedings 2002, vol 2002. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-55537-4_21
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DOI: https://doi.org/10.1007/978-3-642-55537-4_21
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