Solution

ID: past-exam-of-the-numerical-linear-algebra-and-continuous-optimisation-course-of-the-university-of-oxford/2010/b/5/i/solution

Use the optimization Lagrangian , with and . Under the usual linear independence constraint qualification, a local minimizer has multipliers satisfying the equality-constrained Karush-Kuhn-Tucker conditions
The second-order necessary condition is
Only feasible tangent directions enter this last test; the Hessian matrix need not be positive semidefinite on the entire ambient space.

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