Predictor-corrector algorithm

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This is a class of algorithms whose origin is in ordinary differential equations. One first "predicts" a solution with either a functional approximation or an algorithm, getting "close" to a solution. Then, this is the initial point for a "corrector" method, such as using Newton's method to get "closer" to the curve. Although it could be used to characterize many methods in mathematical programming, it arises most naturally in path following methods. The term began being widely used in connection with following the central path in an interior point method. One such algorithm is using the affine scaling direction as a predictor and centering as a corrector.


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