Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2013/iii/paper-36/3/d/solution

Write and . The injectivity of makes this Gram matrix a positive-definite matrix, since for . Thus its matrix inverse exists. Construct the least-norm dual certificate
On the active coordinates, . For , symmetry of the real Gram matrix and its matrix inverse gives
Condition (iii) makes the absolute value of this coordinate strictly less than one. Consequently is a strict dual certificate for basis pursuit, and part (c) applies. If is empty, take ; the zero vector uniquely minimizes the L1 norm on its feasible set. Condition (iii) supplies an explicit certificate and therefore unique recovery. There is no claim that this particular least-norm dual certificate is necessary: other valid certificates may exist when this one fails.

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