Solution

ID: past-exam-of-the-options-i-course-of-the-university-of-oxford/2009/f/f1/b/solution

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.
Its equations are
Here , since otherwise the first two equations require . Subtract twice the first equation from the second, and use and ; the result is , so . Then and the ellipsoid gives . The only candidates are therefore , with matching signs. Consequently

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