Revisiting second-order optimality conditions for equality-contrained minimization problem

MaRDI QIDQ6410293zbMATH OpenFDO

Authors Luca Amodei

Publication date 10 September 2022

Mathematics Subject Classification ID

Methodology of mathematics (00A35) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control (49-01) Optimality conditions (49K99)

Abstract: The aim of this note is to give a geometric insight into the classical second order optimality conditions for equality-constrained minimization problem. We show that the Hessian's positivity of the Lagrangian function associated to the problem at a local minimum point $x^{\ast }$ corresponds to inequalities between the respective algebraic curvatures at point $x^{\ast }$ of the hypersurface $mathcal{M}_{f,x^{\ast }}=xin{R}^n,|,f(x)=f(x^{\ast })$ defined by the objective function $f$ and the submanifold $mathcal{M}_g=xin{R}^n,|,g(x)=0$ defining the contraints. These inequalities highlight a geometric evidence on how, in order to guarantee the optimality, the submanifold $mathcal{M}_g$ has to be locally included in the half space $mathcal{M}_{f,x^{\ast }}^{+}=xin{R}^n,|,f(x)geqf(x^{\ast })$ limited by the hypersurface $mathcal{M}_{f,x^{\ast }}.$ This presentation can be used for educational purposes and help to a better understanding of this property.

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