English

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

Optimization and Control 2022-09-13 v1

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 xx^* corresponds to inequalities between the respective algebraic curvatures at point xx^* of the hypersurface Mf,x={xRnf(x)=f(x)}\mathcal{M}_{f, x^*}=\{ x \in \R^n \, | \, f(x) = f(x^*)\} defined by the objective function ff and the submanifold Mg={xRng(x)=0}\mathcal{M}_g = \{ x \in \R^n \, | \, g(x)= 0 \} defining the contraints. These inequalities highlight a geometric evidence on how, in order to guarantee the optimality, the submanifold Mg\mathcal{M}_g has to be locally included in the half space Mf,x+={xRnf(x)f(x)}\mathcal{M}_{f, x^*}^+ = \{ x \in \R^n \, | \, f(x) \geq f(x^*)\} limited by the hypersurface Mf,x.\mathcal{M}_{f, x^*}. This presentation can be used for educational purposes and help to a better understanding of this property.

Keywords

Cite

@article{arxiv.2209.04690,
  title  = {Revisiting second-order optimality conditions for equality-contrained minimization problem},
  author = {Luca Amodei},
  journal= {arXiv preprint arXiv:2209.04690},
  year   = {2022}
}

Comments

15 pages, 4 figures

R2 v1 2026-06-28T01:03:54.446Z