Math 2.0

Calculus of variations and optimal control; optimization Second variation and sufficient conditions Concept

Weierstrass excess function

Summary

The Weierstrass excess function of a Lagrangian L(x,y,p)L(x, y, p) is E(x,y,p,q)=L(x,y,q)−L(x,y,p)−(q−p)⋅Lp(x,y,p)E(x, y, p, q) = L(x, y, q) - L(x, y, p) - (q - p) \cdot L_p(x, y, p). It measures how far the graph of q↦L(x,y,q)q \mapsto L(x, y, q) lies above its tangent at q=pq = p. It gives the Weierstrass necessary condition for a strong minimum, and through Hilbert's invariant integral it gives the classical sufficient condition for a strong minimum.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Weierstrass%E2%80%93Erdmann_condition
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