Revision as of 13:34, 14 April 2005 edit Marcol (talk \| contribs) 504 edits Clarify the idea of predictor-corrector ← Previous edit		Revision as of 00:57, 15 April 2005 edit undo Oleg Alexandrov (talk \| contribs) Extended confirmed users 47,270 edits stepsize -- > step size (looks a bit better this way, even if optimization people cannot abstain optimizing away the white space in between) Next edit →
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~~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. Therefore, the search direction is the sum of the predictor direction and the corrector direction.

Mehrotra predictor–corrector method: Difference between revisions