Asymptotic convergence in a generalized predictor-corrector method

Sanjay Mehrotra

doi:10.1007/BF02592143

Asymptotic convergence in a generalized predictor-corrector method

Sanjay Mehrotra^*

^*Corresponding author for this work

Industrial Engineering and Management Sciences

Research output: Contribution to journal › Article › peer-review

4 Scopus citations

Abstract

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 language	English (US)
Pages (from-to)	11-28
Number of pages	18
Journal	Mathematical Programming, Series B
Volume	74
Issue number	1
DOIs	https://doi.org/10.1007/BF02592143
State	Published - Jul 31 1996

Keywords

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

ASJC Scopus subject areas

Software
Mathematics(all)

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10.1007/BF02592143

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title = "Asymptotic convergence in a generalized predictor-corrector method",

abstract = "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.",

keywords = "Asymptotic convergence analysis, Linear programming, Predictor-corrector methods, Primal-dual methods",

author = "Sanjay Mehrotra",

note = "Funding Information: * Supported in part by a grant from the GTE Laboratories and by the grant CCR-9019469 from the National Science Foundation.",

year = "1996",

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N1 - Funding Information: * Supported in part by a grant from the GTE Laboratories and by the grant CCR-9019469 from the National Science Foundation.

PY - 1996/7/31

Y1 - 1996/7/31

N2 - 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.

AB - 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.

KW - Asymptotic convergence analysis

KW - Linear programming

KW - Predictor-corrector methods

KW - Primal-dual methods

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JO - Mathematical Programming

JF - Mathematical Programming

IS - 1

ER -

Asymptotic convergence in a generalized predictor-corrector method

Abstract

Keywords

ASJC Scopus subject areas

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