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: | Gao Ziyou, Zhao Hui |
Keywords: | programming: mathematical |
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.