Constrained positive deÖnite matrixes
Ifx 1 =x 2 = 1 /
p
2 thenλ= 1 /
p
2
A=
p
2 0
0
p
2
,B=
2 /
p
2 , 2 /
p
2
,H=
0
@
0
p
2
p
p^2
2
p
p 2 0
2 0
p
2
1
A
det(H)= 4
p
2 .As there are two variables this is the condition for local
maximum, so
p^1
2 ,
p^1
2
is a local maximum.