Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2012/iii/paper-42/1/a/solution
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 42 1 a Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-07
For a minimization problem on a domain , write the equality constraints as and the inequality constraints as . Define the optimization LagrangianThe Lagrangian sufficiency theorem states that a feasible is globally optimal if it globally minimizes on for some multipliers with and satisfies complementary slackness, for every . Equality multipliers have unrestricted signs.
For any feasible , the multiplier sign gives . Feasibility and complementary slackness at give . HenceThis proves sufficiency. Global Lagrangian minimization, rather than stationarity alone, is the certificate. No convexity or constraint qualification is needed for this implication; convexity is one way to verify the required global minimum.
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