Mehrotra predictor–corrector method: Difference between revisions

Revision as of 19:36, 8 April 2005

Revision as of 13:34, 14 April 2005

Line 1:

'''Mehrotra's predictor-corrector method''' in [[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 stepsize that can be taken in this direction is used to evaluate how much centrality correction is needed. HenceSecond, a combinedcorrector term is computed: this contains both a centrality term and a second order term is computed (corrector).

Therefore, the search direction is the sum of the predictor direction and the corrector direction.

{{math-stub}}