The Mehrotra Predictor-Corrector Interior-Point Method As a Perturbed Composite Newton Method

The Mehrotra Predictor-Corrector Interior-Point Method As a Perturbed Composite Newton Method

Mehrotra-type predictor-corrector algorithm revisited

Motivated by a numerical example which shows that a feasible version of Mehrotra’s original predictor-corrector algorithm might be inefficient in practice, Salahi et al., proposed a so-called safeguard based variant of the algorithm that enjoys polynomial iteration complexity while its practical efficiency is preserved. In this paper we analyze the same Mehrotra’s algorithm from a different per...

Parallel Inexact Newton and Interior Point Method

In this paper we present the results obtained in the solution of sparse and large systems of non-linear equations by inexact Newton methods combined with an block iterative row-projection linear solver of Cimmino-type. Moreover, we propose a suitable partitioning of the Jacobian matrix A. In view of the sparsity, we obtain a mutually orthogonal row-partition of A that allows a simple solution o...

Predictor-Corrector Primal-Dual Interior Point Method for Solving Economic Dispatch Problems: A Postoptimization Analysis

This paper proposes a predictor-corrector primal-dual interior point method which introduces line search procedures IPLS in both the predictor and corrector steps. The Fibonacci search technique is used in the predictor step, while an Armijo line search is used in the corrector step. The method is developed for application to the economic dispatch ED problem studied in the field of power system...

On Mehrotra-Type Predictor-Corrector Algorithms

In this paper we discuss the polynomiality of Mehrotra-type predictor-corrector algorithms. We consider a variant of the original prototype of the algorithm that has been widely used in several IPM based optimization packages, for which no complexity result is known to date. By an example we show that in this variant the usual Mehrotra-type adaptive choice of the parameter μ might force the alg...