Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 326 3 2 b Solution Created 2026-10-03 Updated 2026-10-06
The indicator functional of a constraint set restricts the conjugate supremum to . Complete the square:Its maximizer is when , and the nearer endpoint otherwise. The convex conjugate of a constrained quadratic is thereforeThis is the unit-threshold Huber loss; both branches and their first derivatives agree at the transition points. The original PDF constrains , including both signs; the damaged TeX loses that absolute value.