On second order conditions for equality constrained extremum problems

David Mandy ()

Economics Letters, 2013, vol. 121, issue 3, 440-443

Abstract: We prove a relationship between the bordered Hessian in an equality constrained extremum problem and the Hessian of the equivalent lower-dimension unconstrained problem. This relationship can be used to derive principal minor conditions for the former from the relatively simple and accessible conditions for the latter.

Keywords: Optimization; Hessian; Minors (search for similar items in EconPapers)
JEL-codes: C60 (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:121:y:2013:i:3:p:440-443

DOI: 10.1016/j.econlet.2013.09.017

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