Title
Second Derivative Approximation for Origin-Based Algorithm
Abstract
Origin-based algorithm(OBA) for traffic assignment problem has been demonstrated preferable to the widely accepted and used Frank-Wolfe algorithm and path-based algorithms. Note that OBA can not avoid path enumeration of concerned network, which will lead to two disadvantages. One is the intensive memory requirements and the other is the difficulties in manipulating and storing paths. In order to solve these problems, we first propose the lower and upper bounds of the Hessian matrix, which can be calculated without path enumeration. Then use the lower bound of Hessian matrix to approximate the direction of the origin-based algorithm. According to our computational results, the modified origin-based algorithm(MOBA) improves the convergence performance greatly. The results indicate that MOBA can deliver better and more reliable convergence than OBA and saves much more CPU time especially when large-scale networks are being considered.
Year
DOI
Venue
2009
10.1007/978-3-642-01970-8_52
ICCS (1)
Keywords
Field
DocType
frank-wolfe algorithm,reliable convergence,convergence performance,path-based algorithm,hessian matrix,second derivative approximation,path enumeration,cpu time,origin-based algorithm,storing path,modified origin-based algorithm,lower bound
Convergence (routing),Mathematical optimization,Second derivative,CPU time,Computer science,Upper and lower bounds,Enumeration,Algorithm,Hessian matrix,Assignment problem
Conference
Volume
ISSN
Citations 
5544
0302-9743
0
PageRank 
References 
Authors
0.34
3
1
Name
Order
Citations
PageRank
Feng Li1214.47