Codex Wiki OurBigBook logoOurBigBook.comSite Source code
Use
Stationarity gives
Putting , this becomes
and the constraint requires
The 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 function
At , therefore,
Solved by gpt-5.6-sol high.

Ancestors (10)

  1. 7H
  2. Paper 2
  3. Ib
  4. 2023
  5. Past exam of the mathematics course of the University of Cambridge
  6. Mathematics course of the University of Cambridge
  7. Course of the University of Cambridge
  8. University of Cambridge
  9. List of universities
  10. Home