Hessian is positive-semidefinite at a local minimizer
ProvedEthierKurtz.hessian_posSemidef_of_isLocalMinThis is the Hessian positive-semidefiniteness criterion at a local minimizer.
Let be a natural number, let be twice continuously differentiable, and suppose attains a local minimum at . Then for every direction , the Hessian quadratic form is nonnegative:
Equivalently, the Hessian of 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 is expressed as (fderiv ℝ (fun y => fderiv ℝ f y v) x₀) v, the derivative at in direction of the directional-derivative map .
import Mathlib open scoped Topology
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