Scalar multiplier certificate for a quadratic equality constraint

ID: scalar-multiplier-certificate-for-a-quadratic-equality-constraint

For and , minimize subject to . Adding a positive Lagrange multiplier times the constraint gives a positive-definite quadratic optimization Lagrangian, whose minimizer is and . Feasibility is the displayed scalar equation. Its left side strictly decreases from positive infinity to negative infinity on , so it has a unique root for every real . The Lagrangian sufficiency theorem certifies a unique global optimum on the possibly nonconvex equality surface.

New to topics? Read the docs here!