For equality-constrained optimization, restrict the Hessian matrix of the optimization Lagrangian to feasible tangent directions. If the columns of form a basis of the nullspace of the constraint Jacobian matrix , the resulting quadratic form has matrix . Positive definiteness gives positive quadratic curvature in every nonzero tangent direction. Nonsingularity of this reduced matrix, together with full row rank of , characterizes nonsingularity of the corresponding equality-constrained saddle-point matrix.
New to topics? Read the docs here!