Analysis of conjugate points for constant tridiagonal Hesse matrices of a class of extremal problems

Research output: Contribution to journalArticle

Abstract

The conjugate point is a global concept in the calculus of variations. It plays an important role in second-order optimality conditions. A conjugate point theory for a minimization problem of a smooth function with n variables was proposed in (H. Kawasaki (2000). Conjugate points for a nonlinear programming problem with constraints. J. Nonlinear Convex Anal., 1,287-293; H. Kawasaki (2001). A conjugate points theory for a nonlinear programming problem. SIAM J. Control Optim., 40, 54-63.). In those papers, we defined the Jacobi equation and (strict) conjugate points, and derived necessary and sufficient optimality conditions in terms of conjugate points. The aim of this article is to analyze conjugate points for tridiagonal Hesse matrices of a class of extremal problems. We present a variety of examples, which can be regarded as a finite-dimensional analogy to the classical shortest path problem on a surface.

Original languageEnglish
Pages (from-to)197-205
Number of pages9
JournalOptimization Methods and Software
Volume18
Issue number2
DOIs
Publication statusPublished - Apr 1 2003

Fingerprint

Conjugate points
Extremal Problems
Tridiagonal matrix
Nonlinear programming
Nonlinear Programming
Jacobi Equation
Necessary and Sufficient Optimality Conditions
Second-order Optimality Conditions
Shortest Path Problem
Calculus of variations
Class
Optimality conditions
Smooth function
Minimization Problem
Analogy
Shortest path

All Science Journal Classification (ASJC) codes

  • Software
  • Control and Optimization
  • Applied Mathematics

Cite this

Analysis of conjugate points for constant tridiagonal Hesse matrices of a class of extremal problems. / Kawasaki, Hidefumi.

In: Optimization Methods and Software, Vol. 18, No. 2, 01.04.2003, p. 197-205.

Research output: Contribution to journalArticle

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