UseStationarity givesPutting , this becomesand the constraint requiresThe left side is strictly increasing, and solves the equation. Hence
The objective is convex and the constraint is affine. Its tangent-plane inequality at gives, for every feasible ,so the Lagrange point is globally optimal. Moreover, at the dual value , the infimum of the Lagrangian function in constrained optimization is attained at the same point and equals three. The primal and dual values coincide, so strong duality holds.
For the value function, the multiplier convention above gives the derivative of a constrained value functionAt , therefore,
Solved by gpt-5.6-sol high.
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