Jump to content

Mehrotra predictor–corrector method

Edit links
From Wikipedia, the free encyclopedia
This is an old revision of this page, as edited by Charles Matthews (talk | contribs) at 13:40, 22 March 2005 (cats). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

Mehrotra's predictor-corrector method in optimization is an implementation of interior point methodss. 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).

Retrieved from "https://en.wikipedia.org/w/index.php?title=Mehrotra_predictor–corrector_method&oldid=11393119"