Weierstrass conditions (for a variational extremum)
Necessary and (partially) sufficient conditions for a strong extremum in the classical calculus of variations (cf. Variational calculus). Proposed in 1879 by K. Weierstrass.
Weierstrass' necessary condition: For the functional
to attain a strong local minimum on the extremal , it is necessary that the inequality
where is the Weierstrass -function, be satisfied for all , , and all . This condition may be expressed in terms of the function
(cf. Pontryagin maximum principle). The Weierstrass condition ( on the extremal ) is equivalent to saying that the function , where , attains a maximum in for . Thus, Weierstrass' necessary condition is a special case of the Pontryagin maximum principle.
Weierstrass' sufficient condition: For the functional
to attain a strong local minimum on the vector function , it is sufficient that there exists a vector-valued field slope function (geodesic slope) (cf. Hilbert invariant integral) in a neighbourhood of the curve , for which
for all and any vector .
|||M.A. Lavrent'ev, L.A. Lyusternik, "A course in variational calculus" , Moscow-Leningrad (1950) (In Russian)|
|||G.A. Bliss, "Lectures on the calculus of variations" , Chicago Univ. Press (1947)|
|||L.S. Pontryagin, V.G. Boltayanskii, R.V. Gamkrelidze, E.F. Mishchenko, "The mathematical theory of optimal processes" , Wiley (1962) (Translated from Russian)|
See also Weierstrass–Erdmann corner conditions, for necessary conditions at a corner of an extremal.
|[a1]||I.M. Gel'fand, S.V. Fomin, "Calculus of variations" , Prentice-Hall (1963) (Translated from Russian)|
|[a2]||L. Cesari, "Optimization - Theory and applications" , Springer (1983)|
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