For a strictly feasible primal-dual conic optimization problem and a logarithmically homogeneous barrier, the central path consists of solutionsThe primal-dual gap is . Existence requires appropriate feasibility and boundedness hypotheses, rather than merely a full-rank constraint matrix. Linearizing these equations gives a central-path Newton system.
At a target barrier parameter , let , , . The Newton direction solvesFull column rank of and a positive-definite barrier Hessian give a positive-definite reduced matrix. Backtracking must keep both cone variables interior; solving the linear equations alone does not guarantee that a full step stays inside the cones.
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