Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2019/iii/paper-339/1/c/solution

Keep as the domain restriction, introduce nonnegative Lagrange multipliers for , and introduce a free multiplier for . The maximizing Lagrangian is
Its supremum over is finite exactly when , and then equals . By linear programming duality, since the primal is feasible and bounded,
Minimizing over for fixed gives , the positive part of a real-valued function. Thus the threshold formula for the sum of the largest components is
For a direct attainment check, order the coordinates . Any is optimal for , while any is optimal for .

New to topics? Read the docs here!