Solution

ID: past-exam-of-the-options-ii-course-of-the-university-of-oxford/2004/f/f2/a/solution

Write the variables as , with . The hypothesis makes invertible. The implicit function theorem supplies neighbourhoods of and a unique smooth map such that
Its derivative is . Thus the derivative of this parametrization has image exactly .
Since has a constrained maximum at , differentiating gives zero in every direction. Therefore vanishes on . In finite-dimensional linear algebra, is the row space of . Consequently
The full-rank hypothesis is what permits this Lagrange multiplier conclusion; it is not a consequence of constrained maximality alone at a singular constraint.

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