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> | ||
Latest revision as of 01:26, 5 March 2022
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