The Projected Hessian Quantification Theorem: Exact Duality For Constrained Eigenvalues
Abstract
The classical Projected Hessian Lemma, originating from Finsler's theorem, characterizes definiteness over a constraint null space through quadratic penalties. However, it does not quantify the corresponding constrained eigenvalues or the associated eigenvalue penalty path. This work develops a quantitative penalty theory for constrained symmetric eigenvalue problems and establishes exact characterizations of the extremal eigenvalues of the reduced Hessian via full-space penalized eigenvalue problems. Three proofs are provided based on orthogonal decomposition, Schur complement analysis, and semidefinite programming duality. We characterize finite exact recovery along the extremal-eigenvalue penalty paths and, in the absence of finite recovery, establish asymptotic convergence with a first-order error expansion and an explicit leading coefficient. The associated Hellmann--Feynman sensitivity relation leads to a strategy for predicting penalty parameters. Based on these results, we develop a matrix-free Penalty--Split--Merge method for successive constrained extremal eigenpairs using penalty continuation, Split--Merge iterations, deflation, and projected certification. Numerical experiments illustrate the predicted penalty regimes, evaluate projected certification, and assess computational performance on moderate-scale benchmarks and large-scale matrix-free test instances.
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BibTeX
@misc{wang2026projected,
title = {{The Projected Hessian Quantification Theorem: Exact Duality For Constrained Eigenvalues}},
author = {Meiling Wang and Yong Xia},
howpublished = {arXiv},
year = {2026},
month = sep,
doi = {10.48550/arxiv.2609.18538},
eprint = {2609.18538},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2609.18538},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - The Projected Hessian Quantification Theorem: Exact Duality For Constrained Eigenvalues
AU - Meiling Wang
AU - Yong Xia
PY - 2026
DA - 2026/09/16
PB - arXiv
DO - 10.48550/arxiv.2609.18538
UR - https://arxiv.org/abs/2609.18538
AB - The classical Projected Hessian Lemma, originating from Finsler's theorem, characterizes definiteness over a constraint null space through quadratic penalties. However, it does not quantify the corresponding constrained eigenvalues or the associated eigenvalue penalty path. This work develops a quantitative penalty theory for constrained symmetric eigenvalue problems and establishes exact characterizations of the extremal eigenvalues of the reduced Hessian via full-space penalized eigenvalue problems. Three proofs are provided based on orthogonal decomposition, Schur complement analysis, and semidefinite programming duality. We characterize finite exact recovery along the extremal-eigenvalue penalty paths and, in the absence of finite recovery, establish asymptotic convergence with a first-order error expansion and an explicit leading coefficient. The associated Hellmann--Feynman sensitivity relation leads to a strategy for predicting penalty parameters. Based on these results, we develop a matrix-free Penalty--Split--Merge method for successive constrained extremal eigenpairs using penalty continuation, Split--Merge iterations, deflation, and projected certification. Numerical experiments illustrate the predicted penalty regimes, evaluate projected certification, and assess computational performance on moderate-scale benchmarks and large-scale matrix-free test instances.
ER -