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On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods

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Figshare2023-02-14 更新2026-04-28 收录
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In this study, we are interested in the lower bounds of primal iterates generated in an inner loop of a class of stabilized interior point methods. By using eigenvalue estimates and the perturbation theory of linear systems, we show that for a fixed barrier parameter, the sequence of primal iterates is bounded away from zero. The results are established under some weak assumptions, which are implied by, for example, a second-order sufficient condition. Moreover, our analysis are independent of the choices of merit functions and penalty factors. Preliminary numerical experiments on some degenerate problems conform the results of this paper.
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2023-02-14
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