mehrotra predictor-corrector method

Mehrotra's predictor-corrector method in optimization 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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