Ill-conditioning of a logarithmic barrier

ID: ill-conditioning-of-a-logarithmic-barrier

Near an active constraint with limiting Lagrange multiplier , a convergent barrier sequence has . Its Hessian matrix therefore contains the term
For a nonzero constraint gradient, this gives large curvature in a direction normal to the boundary. If a nonzero common tangent direction retains positive curvature of order one, while the remaining terms stay bounded, the condition number typically grows like . This is a mechanism rather than a universal rate: there may be no tangent direction, all curvatures may grow together, or an active constraint may have zero limiting Lagrange multiplier.

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