First- and Second-Order Conditions at a Local Extremum of a Function Penalised by on the Small Space
lemmaAnalysisPDElem:penalised-maximum-c2-hilbert-triple-2026aIf ψ is on an open subset U of H and ψ − λh has a local maximum on V∩U at x̂, then x̂ lies in D(A), λAx̂ = Dψ(x̂), and the restriction of D^2ψ(x̂) to V is at most λI_V; dually at a local minimum of ψ + λh.
In the setting of Hilbert Triples: Standing Notation and Background, let be open in , with , the class and local extrema relative to as fixed there, let be the penalty function, let , and be as in Hilbert Triples: Standing Notation and Background §restriction, let , let satisfy , and let . Then the following hold.
1. (Local maximum of )¶ If the function with value at has a local maximum at relative to , then , so that , and
2. (Local minimum of )¶ If the function with value at has a local minimum at relative to , then , so that , and
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