Some properties of the Hessian of the logarithmic barrier function

Abstract

More than twenty years ago, Murray and Lootsma showed that Hessian matrices of the logarithmic barrier function become increasingly ill-conditioned at points on the barrier trajectory as the solution is approached. This paper explores some further characteristics of the barrier Hessian. We first show that, except in two special cases, the barrier Hessian is… (More)
DOI: 10.1007/BF01582224

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