3
votes
2answers
123 views

On the hessian matrix and relative minima

I'm asked to prove the following statement: Let $\mathbb{A} \subseteq \mathbb{R}^n$ an open subset and $f: \mathbb{A} \to \mathbb{R} / f \in \mathbb{C}^3 \wedge (P \in \mathbb{A} : \nabla f(P)=0)$. ...
1
vote
1answer
59 views

Quadraticize a generic function

I have a generic function: $g(s,u)$. Now I want to have a local approximation near the point $(s^{\star}, u^{\star})$ in the quadratic form $$s^{T} Q s + u^{T} R u$$ to apply an optimal control ...