Revision as of 18:20, 20 December 2005 edit Hua001 (talk \| contribs) 18 edits No edit summary ← Previous edit		Revision as of 18:21, 20 December 2005 edit undo Hua001 (talk \| contribs) 18 edits m change Factorization to Cholesy decomposition Next edit →
Line 5: Therefore, the search direction is the sum of the predictor direction and the corrector direction. Althought there is no theoretical complexity bound on it yet, Mehrotra's predictor-corrector method is widely used in practice. Its corrector step effectively uses the [[Cholesky decomposition]] of the linear system in the predictor step. Thus it has very little overhead. It also appears to converge very fast when close to the optimum. {{math-stub}}

Mehrotra predictor–corrector method: Difference between revisions