File Download

There are no files associated with this item.

  Links for fulltext
     (May Require Subscription)
Supplementary

Article: The convergence of equilibrium algorithms with non-monotone line search technique

TitleThe convergence of equilibrium algorithms with non-monotone line search technique
Authors
KeywordsConvex combination algorithm
Equilibrium assignment
Global convergence
Non-monotone line search
Issue Date2004
PublisherElsevier Inc. The Journal's web site is located at http://www.elsevier.com/locate/amc
Citation
Applied Mathematics And Computation, 2004, v. 148 n. 1, p. 1-13 How to Cite?
AbstractThe slow-convergence characteristics of the regular convex combination algorithm (such as Frank-Wolfe method) are well known particularly when the optimal solution is being reached. In this paper, a new convex combination algorithm with non-monotone line search technique proposed for solving the equilibrium assignment problem, together with the proof of its global convergence. Moreover, it should be pointed out that the conditions which ensure the global convergence of the algorithm proposed in this paper are much milder than those suggested by Bonnans et al.; Grippo et al.; Panier and Tits; Xu et al. [SIAM J. Number. Anal. 29 (4) (1992) 1187; SIAM J. Number. Anal. 23 (4) (1986) 707; SIAM J. Number. Anal. 28 (4) (1991) 1183; Comput. Optimiz. Appl. 18 (2001) 221]. The new algorithm can be viewed as a generalization of the regular convex combination algorithm. Numerical results indicate that the proposed algorithm would lead to a considerable saving both in the number of line searches and in the number of function evaluations. © 2002 Elsevier Inc. All rights reserved.
Persistent Identifierhttp://hdl.handle.net/10722/70720
ISSN
2015 Impact Factor: 1.345
2015 SCImago Journal Rankings: 1.008
ISI Accession Number ID
References

 

DC FieldValueLanguage
dc.contributor.authorGao, Zen_HK
dc.contributor.authorLam, WHKen_HK
dc.contributor.authorWong, SCen_HK
dc.contributor.authorYang, Hen_HK
dc.date.accessioned2010-09-06T06:25:30Z-
dc.date.available2010-09-06T06:25:30Z-
dc.date.issued2004en_HK
dc.identifier.citationApplied Mathematics And Computation, 2004, v. 148 n. 1, p. 1-13en_HK
dc.identifier.issn0096-3003en_HK
dc.identifier.urihttp://hdl.handle.net/10722/70720-
dc.description.abstractThe slow-convergence characteristics of the regular convex combination algorithm (such as Frank-Wolfe method) are well known particularly when the optimal solution is being reached. In this paper, a new convex combination algorithm with non-monotone line search technique proposed for solving the equilibrium assignment problem, together with the proof of its global convergence. Moreover, it should be pointed out that the conditions which ensure the global convergence of the algorithm proposed in this paper are much milder than those suggested by Bonnans et al.; Grippo et al.; Panier and Tits; Xu et al. [SIAM J. Number. Anal. 29 (4) (1992) 1187; SIAM J. Number. Anal. 23 (4) (1986) 707; SIAM J. Number. Anal. 28 (4) (1991) 1183; Comput. Optimiz. Appl. 18 (2001) 221]. The new algorithm can be viewed as a generalization of the regular convex combination algorithm. Numerical results indicate that the proposed algorithm would lead to a considerable saving both in the number of line searches and in the number of function evaluations. © 2002 Elsevier Inc. All rights reserved.en_HK
dc.languageengen_HK
dc.publisherElsevier Inc. The Journal's web site is located at http://www.elsevier.com/locate/amcen_HK
dc.relation.ispartofApplied Mathematics and Computationen_HK
dc.rightsApplied Mathematics and Computation. Copyright © Elsevier Inc.en_HK
dc.subjectConvex combination algorithmen_HK
dc.subjectEquilibrium assignmenten_HK
dc.subjectGlobal convergenceen_HK
dc.subjectNon-monotone line searchen_HK
dc.titleThe convergence of equilibrium algorithms with non-monotone line search techniqueen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0096-3003&volume=148&spage=1&epage=13&date=2004&atitle=The+convergence+of+equilibrium+algorithms+with+non-monotone+line+search+techniqueen_HK
dc.identifier.emailWong, SC:hhecwsc@hku.hken_HK
dc.identifier.authorityWong, SC=rp00191en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1016/S0096-3003(02)00821-4en_HK
dc.identifier.scopuseid_2-s2.0-0142211348en_HK
dc.identifier.hkuros85684en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0142211348&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume148en_HK
dc.identifier.issue1en_HK
dc.identifier.spage1en_HK
dc.identifier.epage13en_HK
dc.identifier.isiWOS:000186439500001-
dc.publisher.placeUnited Statesen_HK
dc.identifier.scopusauthoridGao, Z=7402832776en_HK
dc.identifier.scopusauthoridLam, WHK=7203022024en_HK
dc.identifier.scopusauthoridWong, SC=24323361400en_HK
dc.identifier.scopusauthoridYang, H=7406556890en_HK

Export via OAI-PMH Interface in XML Formats


OR


Export to Other Non-XML Formats