Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2008/ib/paper-1/8h/solution

The Lagrangian sufficiency theorem for an equality constraint states that if a feasible and a multiplier exist such that globally maximizes over the underlying domain, then globally maximizes over . Indeed at every feasible point, so global maximality of directly compares the feasible objective values. The underlying domain can already impose .
For , choose . Each function on is a strictly concave function and attains its unique maximum at , since there. The sum Lagrangian is therefore globally maximized when every , and this point is feasible. For the objective is identically one on the feasible set. For , each feasible lies in , so , with equality only at or ; equality in the total is attained exactly at a simplex vertex. Consequently
For the unique maximizer is ; for every feasible point is a maximizer; for the maximizers are exactly the vertices with one coordinate one and all others zero. When these descriptions coincide.

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