Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2010/iii/paper-35/1/a/solution

Suppose the non-vertical supporting hyperplane of a value function has slope . Every then satisfies
so . Taking the infimum gives . Conversely, feasible points approaching the infimum of have , so even if no primal minimizer exists. Therefore
which is the Strong Lagrangian property.

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