Newton system 2026-10-31
The linear system defining one step of Newton's method for is the displayed first-order correction equation. A nonsingular Jacobian matrix gives a unique Newton correction. For an unconstrained stationary-point problem , the system uses the Hessian matrix in place of .
At the current exact path point , stationarity is already zero and . Therefore . Its Newton correction solves
The matrix has no explicit dependence on the barrier parameter, so comparison with part (iv) gives
when is nonsingular. If it is singular, the displayed vector is still a solution of the correction equations, but uniqueness of the correction cannot be inferred from differentiability of the path alone.
This step is exactly the tangent predictor in the stated first-order Taylor expansion. For nearby positive , it approximates the new path point with error ; a bounded second path derivative improves this to . Continuity also preserves strict positivity for sufficiently small parameter changes. Larger changes may require damping to keep both the constraint values and multiplier estimates positive.