Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2024/iii/paper-339/2/a/solution

The objective is strictly convex, so the minimizer is unique. The Slater condition makes the Karush-Kuhn-Tucker conditions necessary and sufficient. Absorb the box constraints into the Euclidean projection onto a convex set and attach a scalar multiplier to . Stationarity over the box is equivalent to
while primal feasibility requires . Coordinatewise, these conditions are
They are also sufficient because they minimize the Lagrangian over the box and satisfy the equality constraint. Thus the projection onto a box-constrained hyperplane reduces to solving the displayed one-dimensional continuous, nonincreasing equation for . The multiplier need not be unique on a flat interval, but the projected vector is unique.

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