Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2018/iii/paper-339/1/a/solution

A feasible point lies in the probability simplex, so is a convex combination of the coordinates of . Hence . Taking a coordinate vector with attains equality. Therefore
More generally, all optimal solutions are exactly the probability vectors supported on the maximizing indices: equality requires for every . Thus ties give an entire optimal face, while a unique maximizing index gives a unique optimizer.

New to topics? Read the docs here!