In this paper, we present several modified versions of the well known Frank-Wolfe method that we developed in order to improve its rate of convergence. The first version use a descent direction modification (FWF), the second version developed include a widened line search technique (FWl) and the third version combine the two modifications presented above (FWFl). We also present preliminary computational studies in a C++, in these we apply (FW), (FWl), (FWF) and the combined Frank-Wolfe (FWFl) methods to some traffic assignment problems. Extensive computational testing on instances taken from the literature shows the effectiveness of the modified version (FWFl) comparing to the other methods.
Improved Frank-Wolfe method: Application to the traffic assignment problem
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