Accelerating convergence of the Frank-Wolfe algorithm

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.

MoreLess

Year of publication:	1985
Authors:	Weintraub, Andrés ; Ortiz, Carmen ; González, Jaime
Published in:	Transportation Research Part B: Methodological. - Elsevier, ISSN 0191-2615. - Vol. 19.1985, 2, p. 113-122
Publisher:	Elsevier

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005279851