Mehrotra predictor–corrector method: Difference between revisions

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'''Mehrotra's predictor-corrector method''' in [[Optimization (mathematics)|optimization]] is an implementation of [[interior point method]]s. It was proposed in 1991 by [[Sanjay Mehrotra]].
 
The idea is to first compute an optimizing search direction based on a first order term (predictor). The step size that can be taken in this direction is used to evaluate how much centrality correction is needed. Second, a corrector term is computed: this contains both a centrality term and a second order term.