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- Mehrotra_predictor%E2%80%93corrector_method abstract "Mehrotra's predictor–corrector method in optimization is an implementation of interior point methods. It was proposed in 1989 by Sanjay Mehrotra.The method is based on the fact that at each iteration of an interior point algorithm it is necessary to compute the Cholesky decomposition (factorization) of a large matrix to find the search direction. The factorization step is the most computationally expensive step in the algorithm. Therefore it makes sense to use the same decomposition more than once before recomputing it.At each iteration of the algorithm, Mehrotra's predictor–corrector method uses the same Cholesky decomposition to find two different directions: a predictor and a corrector.The idea is to first compute an optimizing search direction based on a first order term (predictor). The step size that can be taken in this direction is used to evaluate how much centrality correction is needed. Then, a corrector term is computed: this contains both a centrality term and a second order term.The complete search direction is the sum of the predictor direction and the corrector direction.Although there is no theoretical complexity bound on it yet, Mehrotra's predictor–corrector method is widely used in practice. Its corrector step uses the same Cholesky decomposition found during the predictor step in an effective way, and thus it is only marginally more expensive than a standard interior point algorithm. However, the additional overhead per iteration is usually paid off by a reduction in the number of iterations needed to reach an optimal solution. It also appears to converge very fast when close to the optimum.".
- Mehrotra_predictor%E2%80%93corrector_method wikiPageID "1635098".
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- Mehrotra_predictor%E2%80%93corrector_method subject Category:Optimization_algorithms_and_methods.
- Mehrotra_predictor%E2%80%93corrector_method type Abstraction100002137.
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- Mehrotra_predictor%E2%80%93corrector_method type Event100029378.
- Mehrotra_predictor%E2%80%93corrector_method type OptimizationAlgorithmsAndMethods.
- Mehrotra_predictor%E2%80%93corrector_method type Procedure101023820.
- Mehrotra_predictor%E2%80%93corrector_method type PsychologicalFeature100023100.
- Mehrotra_predictor%E2%80%93corrector_method type Rule105846932.
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- Mehrotra_predictor%E2%80%93corrector_method comment "Mehrotra's predictor–corrector method in optimization is an implementation of interior point methods. It was proposed in 1989 by Sanjay Mehrotra.The method is based on the fact that at each iteration of an interior point algorithm it is necessary to compute the Cholesky decomposition (factorization) of a large matrix to find the search direction. The factorization step is the most computationally expensive step in the algorithm.".
- Mehrotra_predictor%E2%80%93corrector_method label "Mehrotra predictor–corrector method".
- Mehrotra_predictor%E2%80%93corrector_method sameAs m.05jfct.
- Mehrotra_predictor%E2%80%93corrector_method sameAs Mehrotra_predictor–corrector_method.
- Mehrotra_predictor%E2%80%93corrector_method wasDerivedFrom Mehrotra_predictor–corrector_method?oldid=616809178.
- Mehrotra_predictor%E2%80%93corrector_method isPrimaryTopicOf Mehrotra_predictor–corrector_method.