Improving Truncated Newton Method for the Logit-Based Stochastic User Equilibrium Problem

Algorithm 3

Preprocessing procedure.

	Step 0: let be an initial feasible point in the original space. Set .
	Step 1: if is close to the minimizer of [P1], terminate this procedure.
	Step 2: solve [SUB-2] to obtain a solution , then the search direction in the original space is given by
	Step 3: compute a step size where is the smallest nonnegative integer such that
	Step 4: set , . Go to Step 1.