Exploring trust region method for the solution of logit-based stochastic user equilibrium problem

In this research paper, we explored using the trust region method to solve the logit-based SUE problem. We proposed a modified trust region Newton (MTRN) algorithm for this problem. When solving the trust region SUE subproblem, we showed that applying the well-known Steihaug-Toint method is inappropriate, since it may make the convergence rate of the major iteration very slow in the early stage of the computation. To overcome this drawback, a modified Steihaug-Toint method was proposed. We proved the convergence of our MTRN algorithm and showed its convergence rate is superlinear.