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

Abstract

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.