Difference between revisions of "Strong extremum"
Ulf Rehmann (talk | contribs) m (tex encoded by computer) |
m (fixing spaces) |
||
Line 24: | Line 24: | ||
holds for all comparison curves $ y ( x) $ | holds for all comparison curves $ y ( x) $ | ||
− | in an $ \epsilon $- | + | in an $ \epsilon $-neighbourhood of $ y ( x) $. |
− | neighbourhood of $ y ( x) $. | ||
The curves $ \widetilde{y} ( x) $ | The curves $ \widetilde{y} ( x) $ | ||
and $ y ( x) $ | and $ y ( x) $ | ||
Line 32: | Line 31: | ||
Since maximization of $ J ( y) $ | Since maximization of $ J ( y) $ | ||
is equivalent to minimization 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 $- | + | 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) $ |
− | near to $ \widetilde{y} ( x) $ | ||
is imposed on the comparison curves $ y ( x) $: | is imposed on the comparison curves $ y ( x) $: | ||
Line 47: | Line 45: | ||
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) $ | 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) $ | for which $ J ( y) $ | ||
− | makes sense, but only relative to the subset of all admissible comparison curves belonging to the $ \epsilon $- | + | makes sense, but only relative to the subset of all admissible comparison curves belonging to the $ \epsilon $-neighbourhood of $ \widetilde{y} ( x) $. |
− | 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]]). | 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]]). | ||
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=52187