School of Mathematics University College of North Wales Dean Street, Bangor, Gwynedd, UK, LL571UT
Abstract:
The paper establishes the equivalence to second order of the Jacobean (constrained gradient) and the Lagrangean approaches to optimizing a function subject to equality constraints. The second order equivalence does not seem to have been considered previously. It is established using a new second order sufficiency condition which has computational advantages over the other two.