A finite termination Mehrotra-type predictor-corrector algorithm (Q2383922)

This article presents an analysis of a Mehrotra-type predictor-corrector algorithm [cf, \textit{S. Mehrotra}, Linear Algebra Appl. 152, 233--253 (1991; Zbl 0737.65050); SIAM J. Optim. 2, No.~4, 575--601 (1992; Zbl 0773.90047)]. The author begins by presenting an overview of the variants of Mehrotra's algorithm and their links and importance to interior point methods. In the second section the main result is presented, namely, the outline of a variant Mehrotra-type algorithm that terminates finitely. A series of theorems and lemmas, with proof, relating to the step size and the convergence of the algorithm are also provided. The article concludes with a list of useful references.