Convergence of the Frank—Wolfe algorithm in transportation networks

Abstract

This paper discusses the slow-convergence characteristics of the Frank-Wolfe algorithm in the solution of the traffic assignment problem in transportation networks. The principal modifications proposed to improve the rate of convergence of the original method are examined and a new modification to the Frank-Wolfe algorithm is presented. Convergence of the algorithm is proved and computational results are reported to demonstrate the validity of the proposed method.