Kolmin
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I am struggling a bit with the second order conditions of a constrained maximization problem with n variables and k constraints (with k>n).
In the equality constraints case we have to check if the (n-k) leading principal minors of the bordered Hessian alternate in sign, starting from the sign given by (-1)^{n}.
In the inequality constraints case we have to check if the [n-(e+k)] leading principal minors of the bordered Hessian alternate in sign, starting from the sign given by (-1)^{n} (with e equals to the number of binding constraints and k equals to the number of not-binding constraints).
Fair enough, but how to I behave when I have n-k<0 or n-(e+k)<0 (e.g. 2 variables in the objective function and 4 equality constraints)?
Do I have to focus only on the number I get in order to know which minors I have to check, without focusing on the sign?
Thanks a lot.
In the equality constraints case we have to check if the (n-k) leading principal minors of the bordered Hessian alternate in sign, starting from the sign given by (-1)^{n}.
In the inequality constraints case we have to check if the [n-(e+k)] leading principal minors of the bordered Hessian alternate in sign, starting from the sign given by (-1)^{n} (with e equals to the number of binding constraints and k equals to the number of not-binding constraints).
Fair enough, but how to I behave when I have n-k<0 or n-(e+k)<0 (e.g. 2 variables in the objective function and 4 equality constraints)?
Do I have to focus only on the number I get in order to know which minors I have to check, without focusing on the sign?
Thanks a lot.
