Hessian sufficiency for bordered Hessian
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Date
2005
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Massey University
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Abstract
We show that the second–order condition for strict local extrema in both constrained and unconstrained optimization problems can be expressed solely in terms of principal minors of the (Lagrengean) [sic] Hessian. This approach unifies the determinantal tests in the sense that the second-order condition can be always given solely in terms of Hessian matrix.
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Keywords
Bordered Hessian, Hessian matrix
Citation
Im, E.I. (2005), Hessian sufficiency for bordered Hessian,
Research Letters in the Information and Mathematical Sciences, 8, 189-196