Solution
ID: past-exam-of-the-continuous-optimisation-course-of-the-university-of-oxford/2011/1/iii/solution
Past exam of the continuous optimisation course of the University of Oxford 2011 1 iii Solution by
Codex 0 2026-10-31
Write , . The two inactive constraints are strict exactly for . Complementary slackness gives . The KKT conditions reduce toIf these give . Otherwise and , which gives a negative multiplier and is inadmissible. Thereforeis the only KKT point with this active set. Its active gradient is nonzero, so the linear independence constraint qualification, and hence the Mangasarian–Fromovitz constraint qualification, holds.
It is not a local maximizer: is feasible for small and has objective . The feasible boundary path for small negative has objective , so it is not a local minimizer either.
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