A Conjugate Direction Frank-Wolfe Method for Nonconvex Problems
2003 (English)Report (Refereed)
In this paper we propose an algorithm for solving problems with nonconvex objective function and linear constraints. We extend the previously suggested Conjugate direction Frank–Wolfe algorithm to nonconvex problems. We apply our method to multi-class user equilibria under social marginal cost pricing. Results of numerical experiments on Sioux Falls and Winnipeg are reported.
Place, publisher, year, edition, pages
LiTH-MAT-R, ISSN 0348-2960 ; 2003:09
IdentifiersURN: urn:nbn:se:liu:diva-14439OAI: oai:DiVA.org:liu-14439DiVA: diva2:23506