Past exam of the mathematics course of the University of Cambridge 2024 ib Paper 2 7H b Solution Created 2026-09-24 Updated 2026-09-25
Now , and both constraints are active. ThereforeThe first stationarity equation givesand the second givesThus all multiplier and complementary-slackness conditions hold, andwith minimum value
The observation is that lowering activates the second constraint and moves the optimum to the intersection of the two active boundaries. Rewriting as shows that the feasible set is convex, while is convex. Hence the active-set transition in capped resource allocation and the KKT candidates above give the unique global minima, not merely local stationary points.