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zbMATH Open
Article . 1986
Data sources: zbMATH Open
SIAM Journal on Control and Optimization
Article . 1986 . Peer-reviewed
Data sources: Crossref
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On the Hessian of Lagrangian and Second Order Optimality Conditions

On the Hessian of Lagrangian and second order optimality conditions
Authors: Han, S.-P.;

On the Hessian of Lagrangian and Second Order Optimality Conditions

Abstract

For a constrained minimization problem, the restriction of the Hessian of the Lagrangian to a tangent space of the feasible set can be used to characterize a Karush-Kuhn-Tucker point of the problem as a local minimum, maximum or saddle point. It is shown in this paper that the restriction of the Hessian to a normal space with respect to the indefinite inner product it induces can be used to characterize a Karush- Kuhn-Tucker point for the Wolfe dual problem. Another result is that, under a regularity condition, the Hessian is positive semidefinite if and only if the considered Karush-Kuhn-Tucker point satisfies the second order necessary condition for a local minimum of the primal problem and, at the same time, satisfies the second order necessary condition for a local maximum of the dual.

Keywords

constrained minimization, second order necessary condition, Karush-Kuhn-Tucker point, Quadratic programming, Quadratic and bilinear forms, inner products, Hessian of the Lagrangian

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
5
Average
Average
Average
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