Second order sufficient conditions for optimizing with equality constraints

DOI10.1016/0895-7177(91)90039-AMaRDI QIDQ1197705zbMATH OpenOpenAlexFDO

Authors J. B. Hughes

Publication date 16 January 1993

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0895-7177(91)90039-a

zbMATH Keywords

constrained gradientequality constraintsJacobean approachLagrangean approachreduced hessian matrixsecond order sufficient conditions

Mathematics Subject Classification ID

Optimality conditions (49K99)

Review text

The two basic approaches for investigating the extreme values of a function subject to equality constraints are the Jacobean approach, involving the constrained gradient, and the Lagrangean approach, which considers the unconstrained extrema of the Lagrangean function. The equivalence of the first order necessary conditions obtained using the two methods is well known. In this paper, second order sufficient conditions are obtained using both approaches. The Jacobean approach involves the Constrained Hessian Matrix of the given function while the Lagrangean approach involves the so called Bordered Hessian Matrix of the Lagrangean function. The equivalence of the two sets of conditions is proved by showing that both conditions are equivalent to a third (apparently new) second order sufficient condition involving the Reduced Hessian Matrix of the Lagrangean function. It is also proved that \(H_ C(f)=H_ R(L)\). This new sufficiency condition has computational advantages over the two. All three conditions are of the most general type, that is, they are inconclusive only if higher order tests are necessary.

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Cited in

(6)

• Unstable normalized standing waves for the space periodic NLS
• On second order conditions for equality constrained extremum problems
• On the Hessian of Lagrangian and Second Order Optimality Conditions
• Second-Order Conditions for Optimization Problems with Constraints
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• Constant-rank condition and second-order constraint qualification

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