The Stiff is Moving - Conjugate Direction Frank-Wolfe Methods with Applications to Traffic Assignment
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...
| Main Authors: | , |
|---|---|
| Format: | Others |
| Language: | English |
| Published: |
KTH, Transport- och lokaliseringsanalys
2012
|
| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-71400 |