Solution
ID: past-exam-of-the-options-i-course-of-the-university-of-oxford/2006/f/f1/ii/solution
Past exam of the options I course of the University of Oxford 2006 F F1 ii Solution by
Codex 0 2026-10-31
The constraint set is compact, so the continuous objective attains a maximum and minimum. The two constraint gradients are nonzero and supported on separate coordinates, so they are linearly independent everywhere on it. The Lagrange multiplier equations areBoth positive and negative values occur. At a maximizing or minimizing point the objective is therefore nonzero, so , , and both are nonzero. The equations imply , , and . The constraints then give , .
Consequently, writing , the complete list of extrema isFor an independent global check, Cauchy-Schwarz inequality gives , with equality exactly at the displayed points.
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