Solution

ID: past-exam-of-the-continuous-optimisation-course-of-the-university-of-oxford/2011/3/i/solution

Take the usual symmetric meaning of positive definite . To include all data allowed by the source, first check feasibility. Put
Full row rank makes positive definite. Every satisfying is uniquely with , and . Thus
If , there is no feasible point. If , the only feasible point is , and is optimal for every . If , the Slater condition holds, and the following KKT conditions are necessary and sufficient:
Necessity follows from the constraint qualification proved in (ii). Sufficiency follows from convexity: the stationary optimization Lagrangian is minimized at , while its feasible values never exceed the objective, and complementary slackness makes its value at equal the objective.
The singleton case cannot be silently covered by ordinary KKT necessity. For example, let , , , . The sole feasible point is optimal, but stationarity would require to lie in the span of , which is impossible. The feasibility split above supplies genuinely necessary and sufficient conditions without assuming an unprinted regularity hypothesis.

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