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The bordered hessian matrix is used for fulfilling the second-order conditions for a maximum/minimum of a function of real variables subject to a constraint. The first row and first column of the bordered hessian correspond to the derivatives of the constraint whereas the other entries correspond to the second and cross partial derivatives of the real-valued function. Other than the bordered entries, the main diagonal of the sub matrix consists of entries for the second partial derivatives. All other entries of the sub matrix off of the main diagonal correspond to all combinations of cross partials. Evaluating the determinant of the bordered hessian will allow one to determine if the function attains its maximum or minimum at the stationary points, which by the way are limited in the fact that they must both satisfy the gradient equations and the constraint.

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Q: What is the formula of bordered Hessian matrix?
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Related questions

What is the Hessian Matrix used for?

Hessian matrix are used in large scale extension problems within Newton type approach. The Hessian matrix is a square matrix of second partial derivatives of a function.


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Yes, it is possible for a matrix to be a Hessian that is not negative semidefinite.


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Yes, it is possible for a function to have a negative semidefinite Hessian matrix at a critical point.


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The negative definite Hessian matrix can be used to determine the concavity of a function by checking the signs of its eigenvalues. If all eigenvalues are negative, the function is concave.


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