This paper proposes a new predictor-corrector interior-point method for a class of semidefinite programs, which numerically traces the central trajectory in a space of Lagrange multipliers. The distinguished features of the method are full use of the BFGS quasi-Newton method in the corrector procedure, and an application of the conjugate gradient method with an effective preconditioning matrix ...

This paper deals with almost sure and moment exponential stability of a class of predictorcorrector methods applied to the stochastic differential equations of Itô-type. Stability criteria for this type of methods are derived. The methods are shown to maintain almost sure and moment exponential stability for all sufficiently small timesteps under appropriate conditions. A numerical experiment f...

A modified predictor-corrector algorithm is presented. This algorithm obtains a pre-specified point on the primal-dual central-path. It is shown to be suitable for a recently proposed class of receding horizon control laws which include a recentred barrier in the cost function. The significance of these controllers is that hard constraints are replaced by penalty type soft constraints, which ha...

We propose a continuous linear multistep method of order six using interpolation and collocation of power series approximant. The derived implicit scheme was implemented in predictor corrector mode in which the predictors are developed using block method. The basic properties of the derived scheme were investigated. Our method was found to compare favourably with the existing method when tested...

In this paper we present a numerical method for fuzzy differential equation of fractional order under gH-fractional Caputo differentiability. The main idea of this method is to approximate the solution of fuzzy fractional differential equation (FFDE) by an implicit method as corrector and explicit method as predictor. This method is tested on numerical examples.

The construction of importance sampled diffusion Monte Carlo (DMC) schemes accurate to second order in the time step is discussed. A central aspect in obtaining efficient second order schemes is the numerical solution of the stochastic differential equation (SDE) associated with the Fokker-Plank equation responsible for the importance sampling procedure. In this work, stochastic predictor-corre...

It is known that predictor-corrector methods in a large neighborhood of the central path are among the most efficient interior point methods (IPMs) for linear optimization (LO) problems. The best iteration bound based on the classical logarithmic barrier function is O ( n log n ǫ ) . In this paper we propose a family of self-regular proximity based predictorcorrector (SR-PC) IPM for LO in a lar...