Mehrotra predictor–corrector method

id: mehrotra-predictor-corrector-method-246-4305623
title: Mehrotra predictor–corrector method
text: Mehrotra's predictor–corrector method in optimization is a specific interior point method for linear programming. 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 decompositio
brand slug: wiki
category slug: encyclopedia
description: 1989 Optimisation algorithm
original url: https://en.wikipedia.org/wiki/Mehrotra_predictor%E2%80%93corrector_method
date created:
date modified: 2024-03-18T02:23:20Z
main entity: {"identifier":"Q6809859","url":"https://www.wikidata.org/entity/Q6809859"}
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integrity: 14

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