Fix an iteration and abbreviate , , . Since is a descent direction, . The directional derivative gives
Choose so that for . Then
This is the Armijo condition for every such positive step size, and gives equality. In particular, a backtracking line search terminates after finitely many reductions.
Choose a strictly feasible point, an initial barrier parameter , and . At outer iteration , approximately minimize the logarithmic barrier objective over its strictly feasible domain of a function. For example, use damped Newton methods, choosing an inner step size by backtracking line search so that every stays positive and the barrier objective function decreases. Solve to a tolerance , where . Set and use as the next starting point.
The associated Lagrange multiplier estimates are
Reducing makes these perturbed complementary slackness equations approach the KKT conditions. This describes the generic interior-point method; existence of a solution to every inner minimization needs appropriate additional attainment assumptions and does not follow from strict feasibility alone.