A view of predictor corrector methods for primal-dual interior-point methods in optimization using ODEs

Leo Tzou and Henry Wolkowicz
Department of Combinatorics and Optimization
University of Waterloo
Waterloo, Ontario N2L 3G1

Most current p-d i-p methods in optimization use a predictor corrector method for path following; we are studying the origins of this from the ODE point of view.