Hessian Operators on Constraint Manifolds

Abstract

On a constraint manifold we give an explicit formula for the Hessian matrix of a cost function that involves the Hessian matrix of a prolonged function and the Hessian matrices of the constraint functions. We give an explicit formula for the case of the orthogonal group ${\bf O}(n)$ by using only Euclidean coordinates on $\mathbb{R}^{n^2}$. An optimization problem on ${\bf SO}(3)$ is completely carried out. Its applications to nonlinear stability problems are also analyzed.