In the calculus of variations the Legendre–Clebsch condition is a second-order condition which a solution of the Euler–Lagrange equation must satisfy in order to be a minimum. For the problem of minimizing
∫ a b L ( t , x , x ′ ) d t . {\displaystyle \int _{a}^{b}L(t,x,x')\,dt.\,}
the condition is
L x ′ x ′ ( t , x ( t ) , x ′ ( t ) ) ≥ 0 , ∀ t ∈ [ a , b ] {\displaystyle L_{x'x'}(t,x(t),x'(t))\geq 0,\,\forall t\in [a,b]}
Generalized Legendre–Clebsch In optimal control, the situation is more complicated because of the possibility of a singular solution. The generalized Legendre–Clebsch condition, also known as convexity, is a sufficient condition for local optimality such that when the linear sensitivity of the Hamiltonian to changes in u is zero, i.e.,
∂ H ∂ u = 0 , {\displaystyle {\frac {\partial H}{\partial u}}=0,}
the Hessian of the Hamiltonian is positive definite along the trajectory of the solution:
∂ 2 H ∂ u 2 > 0 {\displaystyle {\frac {\partial ^{2}H}{\partial u^{2}}}>0}
In words, the generalized LC condition gives ones more necessary condition for the Hamiltonian be minimized over a singular arc.
See also Bang–bang control
References
Further reading Hestenes, Magnus R. (1966). "A General Fixed Endpoint Problem". Calculus of Variations and Optimal Control Theory. New York: John Wiley & Sons. pp. 250–295. "Legendre condition". Encyclopedia of Mathematics. Springer.
