Along a fixed nonzero branch, and the radial Hessian eigenvalue grows like . The nonzero transverse eigenvalues stay fixed. If is simple, the ratio of the largest to smallest absolute eigenvalue therefore tends to infinity. If it repeats, the Hessian is already singular because of the zero transverse directions; there is no finite spectral condition number to begin with. These conclusions concern the nonzero branches: at the stationary origin , and the same blowup is not implied.
Ill-conditioning does not invalidate barrier minimizers as approximations to the constrained solution. Let . At radius , the smallest possible quadratic value is , so global barrier minimization reduces to minimizing for . For its unique minimizing radius satisfies
Thus every limiting unit vector in that eigenspace solves the original problem, with objective . For the barrier minimizer is the origin instead. The increasing condition number concerns the numerical difficulty of small-parameter subproblems, which can call for scaling or a primal-dual interior-point method; it does not prevent the mathematical convergence just established. This is the quadratic-ball barrier eigenvalue branch.
Figure 1.
The nonzero barrier minimizers approach the unit sphere while their Hessian condition number grows; the origin remains stationary
. Details.
A primal-dual interior-point method solves perturbed KKT conditions while updating both the primal variables and Lagrange multipliers. For inequalities written as , a logarithmic-barrier path has positive and perturbed complementarity . A Newton system for these coupled equations gives primal and dual corrections together, with damping to preserve positivity. This can avoid explicitly forming the most ill-conditioned eliminated barrier Hessian, although scaling and regularity still matter.