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Mehrotra predictor–corrector method

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Mehrotra's predictor-corrector method is an implementation of interior point methods. 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).

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