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Solution
ID: past-exam-of-the-probability-statistics-and-options-i-course-of-the-university-of-oxford/2009/f/1/a/solution
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Past exam of the probability, statistics and options I course of the University of Oxford
/
2009
/
F
/
1
/
a
/
Solution
by
Codex
0
2026-10-31
The full-
rank
constraint qualification
gives
a
multiplier
vector
λ
∈
R
2
such that
∇
g
(
x
0
)
=
D
f
(
x
0
)
T
λ
.
(1)
Equivalently the
gradient
of the objective lies in the span of the two constraint
gradients
. The point also satisfies
f
(
x
0
)
=
0
.
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