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Line 1: '''Mehrotra's predictor-corrector method''' in [[optimization]] is an implementation of [[interior point ~~methods~~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 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).

Mehrotra predictor–corrector method: Difference between revisions