Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2013/iii/paper-38/1/b/solution

The increasing baseline order is . A water-filling algorithm with three active coordinates gives
Therefore, in the original coordinate order,
The first three shifted coordinates all equal , the fourth remains , and the allocations sum to one. For an explicit KKT certificate take , , and . The strict convexity established above makes this optimum unique.

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