Further development of multiple centrality correctors for interior point methods

This paper addresses the role of centrality in the implementation of interior point methods. We provide theoretical arguments to justify the use of a symmetric neighbourhood, and translate them into computational practice leading to a new insight into the role of recentering in the implementation of interior point methods. Second-order correctors, such as Mehrotra’s predictor–corrector, can occasionally fail: we derive a remedy to such difficulties from a new interpretation of multiple centrality correctors. Through extensive numerical experience we show that the proposed centrality correcting scheme leads to noteworthy savings over second-order predictor–corrector technique and previous implementations of multiple centrality correctors.