Equilibrium algorithms with nonmonotone line search technique for solving traffic assignment problems

Equilibrium algorithms with nonmonotone line search technique for solving traffic assignment problems

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Article ID: iaor20071369
Country: China
Volume: 18
Issue: 4
Start Page Number: 543
End Page Number: 555
Publication Date: Oct 2005
Journal: Journal of Systems Science and Complexity
Authors: ,
Keywords: programming: mathematical
Abstract:

This paper presents a unified framework of nonmonotone convex combination algorithms (such as Frank–Wolfe Algorithm) for solving traffic assignment problems. Global convergence results are established under mild conditions. The line search procedure used in our algorithm includes the nonmonotone Armijo rule, the nonmonotone Goldstein rule and the nonmonotone Wolfe rule as special cases. So, the new algorithm can be viewed as a generalization of the regular convex combination algorithm.

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