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...
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KTH, Transport- och lokaliseringsanalys
2012
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ndltd-UPSALLA1-oai-DiVA.org-kth-714002013-06-26T04:04:39ZThe Stiff is Moving - Conjugate Direction Frank-Wolfe Methods with Applications to Traffic AssignmentengLindberg, Per OlovMitradjieva, MariaKTH, Transport- och lokaliseringsanalysKTH, Numerisk analys, NA (stängd 2012-06-30)Linköpings Universitet2012traffic assignmentmulti-commodity flowmulti-commodity flowWe 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 Bar-Gera’s origin-based algorithm. This study indicates that our methods are competitive for accuracy requirements suggested by Boyce et al. We further show that CFW is globally convergent. We moreover point at independent studies by other researchers that show that our methods compare favourably with recent bush-based and gradient projection algorithms on computers with several cores. <p>Updated from "E-publ" to published. QC 20130625</p>Article in journalinfo:eu-repo/semantics/articletexthttp://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-71400doi:10.1287/trsc.1120.0409ISI:000318852300010Transportation Science, 0041-1655, 2012, 47:2, s. 280-293application/pdfinfo:eu-repo/semantics/openAccess |
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traffic assignment multi-commodity flow multi-commodity flow |
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traffic assignment multi-commodity flow multi-commodity flow Lindberg, Per Olov Mitradjieva, Maria The Stiff is Moving - Conjugate Direction Frank-Wolfe Methods with Applications to Traffic Assignment |
description |
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 Bar-Gera’s origin-based algorithm. This study indicates that our methods are competitive for accuracy requirements suggested by Boyce et al. We further show that CFW is globally convergent. We moreover point at independent studies by other researchers that show that our methods compare favourably with recent bush-based and gradient projection algorithms on computers with several cores. === <p>Updated from "E-publ" to published. QC 20130625</p> |
author |
Lindberg, Per Olov Mitradjieva, Maria |
author_facet |
Lindberg, Per Olov Mitradjieva, Maria |
author_sort |
Lindberg, Per Olov |
title |
The Stiff is Moving - Conjugate Direction Frank-Wolfe Methods with Applications to Traffic Assignment |
title_short |
The Stiff is Moving - Conjugate Direction Frank-Wolfe Methods with Applications to Traffic Assignment |
title_full |
The Stiff is Moving - Conjugate Direction Frank-Wolfe Methods with Applications to Traffic Assignment |
title_fullStr |
The Stiff is Moving - Conjugate Direction Frank-Wolfe Methods with Applications to Traffic Assignment |
title_full_unstemmed |
The Stiff is Moving - Conjugate Direction Frank-Wolfe Methods with Applications to Traffic Assignment |
title_sort |
stiff is moving - conjugate direction frank-wolfe methods with applications to traffic assignment |
publisher |
KTH, Transport- och lokaliseringsanalys |
publishDate |
2012 |
url |
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-71400 |
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