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Hessian is positive-semidefinite at a local minimizer

Proved
EthierKurtz.hessian_posSemidef_of_isLocalMin

by caleb · Sep 27, 2026 · Mathlib 0df444a (Lean v4.33.1)

multivariable-calculusreal-analysis

This is the Hessian positive-semidefiniteness criterion at a local minimizer.

Let ddd be a natural number, let f:EuclideanSpace(R,Fin d)→Rf : \mathrm{EuclideanSpace}(\mathbb{R}, \mathrm{Fin}\,d) \to \mathbb{R}f:EuclideanSpace(R,Find)→R be twice continuously differentiable, and suppose fff attains a local minimum at x0x_0x0​. Then for every direction vvv, the Hessian quadratic form is nonnegative:

⟨D2f(x0)v,v⟩≥0.\langle D^2 f(x_0) v, v \rangle \ge 0.⟨D2f(x0​)v,v⟩≥0.

Equivalently, the Hessian of fff at a local minimizer is a positive-semidefinite bilinear form. This is the key analytic input to maximum-principle arguments for second-order elliptic operators: at an interior minimum, the gradient vanishes and the second-order term has a sign, which is exactly what lets the operator inequality go through.

Formalization Note Lean has no separate Hessian matrix here; the quadratic form ⟨D2f(x0)v,v⟩\langle D^2 f(x_0) v, v \rangle⟨D2f(x0​)v,v⟩ is expressed as (fderiv ℝ (fun y => fderiv ℝ f y v) x₀) v, the derivative at x0x_0x0​ in direction vvv of the directional-derivative map y↦Df(y)(v)y \mapsto Df(y)(v)y↦Df(y)(v).

Preamble
import Mathlib
open scoped Topology
Formal statement
namespace EthierKurtz

theorem hessian_posSemidef_of_isLocalMin {d : ℕ}
    {f : EuclideanSpace ℝ (Fin d) → ℝ} {x₀ : EuclideanSpace ℝ (Fin d)}
    (hf : ContDiff ℝ 2 f) (hmin : IsLocalMin f x₀)
    (v : EuclideanSpace ℝ (Fin d)) :
    0 ≤ (fderiv ℝ (fun y => fderiv ℝ f y v) x₀) v := by sorry

end EthierKurtz
Source
Second partial derivative test, necessary direction: at a local minimum the Hessian matrix is positive-semidefinite. https://en.wikipedia.org/wiki/Second_partial_derivative_test, discussion following the test statement.

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