0.1. REVIEW OF SECTIONS 2.1, 2.

0.1

Review of Sections 2.1, 2.2

). Given some functional P (u), P 0 (u) (or

Definition 0.1.1 (Calculus of Variation P
u
P (u) ) is the first variation (or the gradient) of P at u if for any testing (unit) vector
v, the directional derivative satisfies:

d
0
gradv P (u) := (P (u), v) = P (u + tv).
dt t=0
Theorem 0.1.2. The following statements are equivalent:
1. (Euler-Lagrange) u , w is the solution to the Euler-Lagrange equation:
1

C
A
w
0
=
.
AT 0
u
f
2. (Primal) Let P (u) := 12 (Ku, u) (f, u), where K := AT CA is symmetric positive
definite. Then u = minv P (v).
3. (Dual) Let Q(w) := 12 (C 1 w, w). Then w = minw Q(w) s.t. AT w = f .
4. (Lagrange Multiplier) (u , w ) is the critical point of the functional L(u, w) :=
1
(C 1 w, w) (u, AT w f ).
2
5. (Minimax) (u , w ) is the solution to the minimax problem, maxu minw L(u, w), for
L(u, w) defined in (4).
6. (Saddle Point) (u , w ) is the saddle point of the quadratic form L(u, w) defined in
(4).