Asymptotic convergence in a generalized predictor-corrector method

Sanjay Mehrotra*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

4 Scopus citations


The asymptotic convergence properties of a generalized predictor-corrector method are analyzed. This method is based on making a sequence of corrections to the primal-dual affine scaling (predictor) direction. It is shown that a method making r corrections to a predictor direction has the Q-order convergence of order r + 2. It is also shown that asymptotically the problem can be solved by only computing corrections to the predictor direction.

Original languageEnglish (US)
Pages (from-to)11-28
Number of pages18
JournalMathematical Programming, Series B
Issue number1
StatePublished - Jul 31 1996


  • Asymptotic convergence analysis
  • Linear programming
  • Predictor-corrector methods
  • Primal-dual methods

ASJC Scopus subject areas

  • Software
  • Mathematics(all)


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