Solution
ID: past-exam-of-the-continuous-optimisation-course-of-the-university-of-oxford/2011/1/ii/solution
Past exam of the continuous optimisation course of the University of Oxford 2011 1 ii Solution by
Codex 0 2026-10-31
All three active constraints force and , which also satisfy . For maximization use , . At ,Stationarity gives the complete familyIn particular is strictly positive. Three gradients in two dimensions cannot be linearly independent, so the linear independence constraint qualification fails. But gives , so the Mangasarian–Fromovitz constraint qualification holds.
For a nonzero linearized feasible direction , each , andThe inequality is strict because equality would require all three inner products to vanish, and the first and third gradients already span . This proves a strict local maximum: otherwise a sequence of nearby feasible points with no smaller objective would, after normalizing their differences from and taking a convergent subsequence, give a unit linearized feasible direction with nonnegative objective derivative, contradicting the displayed inequality. Thus
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