Take the 2-minute tour ×
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

I am considering the following problem: $$\min_u J(u)\text{, s.t. } \, H(u)=0.$$ Use Lagrange multiplier method, then $L(u, \lambda)=J + \lambda H(u)$. Does the critical point of the $L$ always correspond to a saddle point of $L$? If it does, how to show it? If it is not always true, how about a convex, or even quadratic $J(u)$? How to show it?


share|improve this question

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.