Mehrotra predictor–corrector method: Difference between revisions

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First stab at Mehrotra p-c algorithm
 
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Mehrotra's predictor-corrector method is an implementation of Interior[[Interior_point_method|interior point methods]]. It was proposed atin the beginning of the '901991 by Sanjay Mehrotra.
 
The idea is to first compute an optimizing search direction based on a first order term (predictor). The stepsize that can be taken in this direction is used to evaluate how much centrality correction is needed. Hence, a combined centrality term and second order term is computed (corrector).