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 solvesThe matrix has no explicit dependence on the barrier parameter, so comparison with part (iv) giveswhen 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.