Calculus of variations and optimal control; optimization Definition
Weak and strong extremum
Builds on Admissible functionFunctionalNorm
Definition
Let , let be a class of admissible functions, and let be a functional. For use the norms Let .
- is a strong local minimum of if there is with for all with .
- is a weak local minimum of if there is with for all with .
Strong and weak local maxima are defined with . A strong (weak) local extremum is a strong (weak) local minimum or maximum.
Remarks
Since , every strong local minimum is a weak local minimum.
Example: let on , and . For write ; then , so . So is a global, hence strong, minimum.
Non-example: let on the same class, and . With one gets , which is at least when ; so is a weak local minimum. It is not a strong local minimum. Fix , let be large and , and let have slope on and slope on , with corners rounded off. Then , while is close to , which tends to as .
Reading path
To understand this page from the ground up, read these 4 pages in order. The foundations come first.
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- no evidence level
- Admissible function concept
- Functional concept
- Norm concept
- Weak and strong extremum definition
Further reading
About this page
| Tag | 4R6XZSDH3E |
|---|---|
| URI | m2://4R6XZSDH3E |
| Kind | definition |
| Writing | W0 stub |
| MSC | 49K05, 49K99 |
| Defines | Weak and strong extremum |
| Uses | Admissible function, Functional, Norm |
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