Difference between revisions of "Strong extremum"
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− | + | A minimal or maximal value $ J ( \widetilde{y} ) $ | |
+ | taken by a functional $ J ( y) $ | ||
+ | at a curve $ \widetilde{y} ( x) $, | ||
+ | $ x _ {1} \leq x \leq x _ {2} $, | ||
+ | for which one of the inequalities | ||
− | + | $$ | |
+ | J ( \widetilde{y} ) \leq J ( y) \ \ | ||
+ | \textrm{ or } \ \ | ||
+ | J ( \widetilde{y} ) \geq J ( y) | ||
+ | $$ | ||
− | + | holds for all comparison curves $ y ( x) $ | |
+ | in an $ \epsilon $- | ||
+ | neighbourhood of $ y ( x) $. | ||
+ | The curves $ \widetilde{y} ( x) $ | ||
+ | and $ y ( x) $ | ||
+ | must satisfy given boundary conditions. | ||
− | + | Since maximization of $ J ( y) $ | |
+ | is equivalent to minimization of $ - J ( y) $, | ||
+ | instead of a strong maximum one often discusses only a strong minimum. The term "strong" emphasizes that only the condition of being $ \epsilon $- | ||
+ | near to $ \widetilde{y} ( x) $ | ||
+ | is imposed on the comparison curves $ y ( x) $: | ||
− | However, the very definition of a strong extremum is of a relative rather than absolute nature, since it gives an extremum not on the whole class of admissible comparison curves | + | $$ |
+ | | y ( x) - \widetilde{y} ( x) | \leq \epsilon | ||
+ | $$ | ||
+ | |||
+ | on the whole interval $ [ x _ {1} , x _ {2} ] $, | ||
+ | whereas the derivatives of the curves $ y ( x) $ | ||
+ | and $ \widetilde{y} ( x) $ | ||
+ | may differ as "strongly" as desired. | ||
+ | |||
+ | However, the very definition of a strong extremum is of a relative rather than absolute nature, since it gives an extremum not on the whole class of admissible comparison curves $ y ( x) $ | ||
+ | for which $ J ( y) $ | ||
+ | makes sense, but only relative to the subset of all admissible comparison curves belonging to the $ \epsilon $- | ||
+ | neighbourhood of $ \widetilde{y} ( x) $. | ||
+ | However, for brevity, the term "relative" is often omitted and one speaks of a strong extremum, meaning a strong relative extremum (see also [[Strong relative minimum|Strong relative minimum]]). | ||
====References==== | ====References==== | ||
<table><TR><TD valign="top">[1]</TD> <TD valign="top"> M.A. Lavrent'ev, L.A. Lyusternik, "A course in variational calculus" , Moscow-Leningrad (1950) (In Russian)</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top"> V.I. Smirnov, "A course of higher mathematics" , '''4''' , Addison-Wesley (1964) (Translated from Russian)</TD></TR></table> | <table><TR><TD valign="top">[1]</TD> <TD valign="top"> M.A. Lavrent'ev, L.A. Lyusternik, "A course in variational calculus" , Moscow-Leningrad (1950) (In Russian)</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top"> V.I. Smirnov, "A course of higher mathematics" , '''4''' , Addison-Wesley (1964) (Translated from Russian)</TD></TR></table> | ||
− | |||
− | |||
====Comments==== | ====Comments==== | ||
− | |||
====References==== | ====References==== | ||
<table><TR><TD valign="top">[a1]</TD> <TD valign="top"> L. Cesari, "Optimization - Theory and applications" , Springer (1983)</TD></TR></table> | <table><TR><TD valign="top">[a1]</TD> <TD valign="top"> L. Cesari, "Optimization - Theory and applications" , Springer (1983)</TD></TR></table> |
Revision as of 08:24, 6 June 2020
A minimal or maximal value $ J ( \widetilde{y} ) $
taken by a functional $ J ( y) $
at a curve $ \widetilde{y} ( x) $,
$ x _ {1} \leq x \leq x _ {2} $,
for which one of the inequalities
$$ J ( \widetilde{y} ) \leq J ( y) \ \ \textrm{ or } \ \ J ( \widetilde{y} ) \geq J ( y) $$
holds for all comparison curves $ y ( x) $ in an $ \epsilon $- neighbourhood of $ y ( x) $. The curves $ \widetilde{y} ( x) $ and $ y ( x) $ must satisfy given boundary conditions.
Since maximization of $ J ( y) $ is equivalent to minimization of $ - J ( y) $, instead of a strong maximum one often discusses only a strong minimum. The term "strong" emphasizes that only the condition of being $ \epsilon $- near to $ \widetilde{y} ( x) $ is imposed on the comparison curves $ y ( x) $:
$$ | y ( x) - \widetilde{y} ( x) | \leq \epsilon $$
on the whole interval $ [ x _ {1} , x _ {2} ] $, whereas the derivatives of the curves $ y ( x) $ and $ \widetilde{y} ( x) $ may differ as "strongly" as desired.
However, the very definition of a strong extremum is of a relative rather than absolute nature, since it gives an extremum not on the whole class of admissible comparison curves $ y ( x) $ for which $ J ( y) $ makes sense, but only relative to the subset of all admissible comparison curves belonging to the $ \epsilon $- neighbourhood of $ \widetilde{y} ( x) $. However, for brevity, the term "relative" is often omitted and one speaks of a strong extremum, meaning a strong relative extremum (see also Strong relative minimum).
References
[1] | M.A. Lavrent'ev, L.A. Lyusternik, "A course in variational calculus" , Moscow-Leningrad (1950) (In Russian) |
[2] | V.I. Smirnov, "A course of higher mathematics" , 4 , Addison-Wesley (1964) (Translated from Russian) |
Comments
References
[a1] | L. Cesari, "Optimization - Theory and applications" , Springer (1983) |
Strong extremum. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Strong_extremum&oldid=11731