Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2022/iii/paper-339/2/a/solution

For the equality constraint, the Lagrangian and dual function are
and the Lagrangian dual problem is . Weak duality says for every . Strong duality means the dual supremum equals the primal infimum, usually with a dual maximizer. A sufficient convex constraint qualification is that be proper, closed and convex and that some satisfy .

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