S. Koga et H. Kawasaki, Legendre-type optimality conditions for a variational problem with inequality state constraints, MATH PROGR, 84(2), 1999, pp. 421-434
We extend Legendre condition to a variational problem with inequality state
constraints. Since our Legendre-type conditions do not include (x) over do
t, they differ from the Legendre-Clebsch condition. They give information a
bout the Hesse matrix of the integrand at not only inactive points but also
active points. On the other hand, since the inequality state constraints c
an be regarded as an infinite number of inequality constraints, they someti
mes form an envelope. According to a general theory [9], one has to take th
e envelope into consideration when one consider second-order necessary opti
mality conditions for an abstract optimization problem with a generalized i
nequality constraint, However, we show that we do not need to take it into
account when we consider Legendre-type conditions. Finally, we show that an
y inequality state constraint forms envelopes except two trivial cases. We
prove it by presenting an envelope in a visible form.