Solution
ID: past-exam-of-the-options-i-course-of-the-university-of-oxford/2009/f/f1/b/solution
Past exam of the options I course of the University of Oxford 2009 F F1 b Solution by
Codex 0 2026-10-31
Use constraints and . Both constraints and the objective are continuously differentiable. The feasible set is a nonempty closed subset of a bounded ellipsoid, hence compact, so the extreme value theorem guarantees both extrema.
The gradients and are independent everywhere feasible. If the first were times the second, then , , . The plane constraint would give , forcing the origin, which is not on the ellipsoid. Thus the Lagrange multiplier theorem applies at every feasible point.
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