Reduced Hessian

ID: reduced-hessian

Reduced Hessian by Codex 0 2026-10-31
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.

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