On second order conditions for equality constrained extremum problems

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 condit...

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Bibliographic Details
Published in:	Economics letters Vol. 121; no. 3; pp. 440 - 443
Main Author:	Mandy, David M.
Format:	Journal Article
Language:	English
Published:	Amsterdam Elsevier B.V 01.12.2013 Elsevier Science Ltd
Subjects:	Economic analysis Economic conditions Economic theory economics Equality Hessian Mathematical analysis Mathematical problems Matrix Minors Optimization Studies C60 Hessian Optimization Minors
ISSN:	0165-1765, 1873-7374
Online Access:	Get full text
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