Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 6 3 Solution Created 2026-10-03 Updated 2026-10-06
All vector spaces in this solution are complex, while convex combinations use real coefficients. An extreme point of a convex set is one for which , and , forces . Equivalently, is not the midpoint of two distinct points of .
The Krein-Milman theorem says that every nonempty compact convex set in a Hausdorff locally convex space is the closed convex hull of its extreme points. Here is a proof. A face of a convex set is a convex set such that whenever an interior point of a segment in belongs to , both endpoints belong to . Consider nonempty compact faces, ordered by reverse inclusion. A chain has nonempty intersection by compactness and the finite intersection property; that intersection is again a compact face. The Zorn lemma therefore gives a minimal nonempty compact face .
If contains distinct , a continuous real linear functional on the underlying real locally convex space distinguishes them. Such a linear functional exists because the space is Hausdorff and locally convex, by the Hahn-Banach theorem. The maximizers of on form a nonempty proper compact face of . A face of a face is a face of , contradicting minimality. Therefore is a singleton, yielding an extreme point. The same argument inside any nonempty compact face of supplies an extreme point of lying in that face.
Let be the closed convex hull of the extreme points of . It is a nonempty closed subset of compact , hence compact. If , the Hahn-Banach separation theorem provides a continuous real linear functional with . Its maximizer set on is a nonempty compact face, which contains an extreme point of . But and , a contradiction. Thus , proving Krein-Milman theorem.
For a nonempty compact Hausdorff space , the extreme points of the dual unit ball of C(K) areThis is the permitted description without proof, with denoting the complex space of continuous functions on a compact space equipped with the supremum norm. If is empty, and the closed unit ball of its continuous dual space has the single extreme point instead.
The complex Banach–Stone theorem states that a surjective complex-linear isometric isomorphism of normed spaces has the formwhere and is a homeomorphism. Conversely, every such map is a surjective complex-linear isometric isomorphism of normed spaces for the supremum norm.
To prove this, suppose first that are nonempty. The Banach-space adjoint is a bijective isometric isomorphism of normed spaces on the continuous dual spaces, so it bijects their closed unit balls and preserves extreme points. The displayed extreme point description gives uniquelyUniqueness follows by evaluating at the constant function , and then using that continuous functions separate points of a compact Hausdorff space. Evaluation gives the required formula for , and is continuous. Surjectivity of on extreme points proves surjectivity of : the preimage of any is for some . If , every function in the range of has equal values at these two points after division by ; surjectivity of and separation of points force . Thus is bijective.
For every , is continuous. The evaluation map , , is a continuous injection of a compact Hausdorff space into a Hausdorff product topology, hence a homeomorphism onto its image. Continuity of every coordinate proves continuity of . A continuous bijection between compact Hausdorff spaces is a homeomorphism. Conversely the weighted-composition formula plainly preserves the supremum norm, and its inverse isIf one compact space is empty, a surjective isometric isomorphism of normed spaces forces the other to be empty, and the empty homeomorphism gives the corresponding trivial case. This completes Banach–Stone theorem.
Neither the space of sequences converging to zero nor can be isometrically a continuous dual space of a Banach space. Indeed, every nonzero continuous dual space has a nonempty weak-star compact closed unit ball by Banach-Alaoglu theorem, and Krein-Milman theorem then guarantees an extreme point. A bijective linear isometry preserves extreme points of closed unit balls.
The closed unit ball of has no extreme points. Given with , choose with and . The two distinct elements remain in that closed unit ball and have midpoint .
The closed unit ball of the complex Lp space also has no extreme points. An element of norm less than one can be perturbed by a sufficiently small nonzero Lp space element in both directions. If , the non-atomic measure admits a measurable set of mass ; for example the continuous function attains . Put . For , the distinct functions both have Lp normwith the two coefficients interchanged for the minus sign. Their midpoint is . Thus neither proposed space is isometrically a Banach dual.
Finally, is a connected space, whereas is disconnected. They cannot be homeomorphic. By Banach–Stone theorem, and are not isometrically isomorphic as complex Banach spaces.
Past exam of the mathematics course of the University of Cambridge 2016 ib Paper 4 20H b Solution Created 2026-09-24 Updated 2026-10-06
An extreme point of a convex set cannot be written as a nontrivial convex combination of two distinct members. If a permutation matrix with and doubly stochastic, each zero entry of forces the corresponding entries of to be zero by nonnegativity. The unique possible nonzero entry in each row must then be one by the row sum. Thus , proving that every permutation matrix is extreme.
Conversely, let be a doubly stochastic matrix that is not a permutation matrix. At least one entry lies strictly between zero and one. Form a bipartite graph whose two vertex classes are rows and columns, with edges precisely at these fractional entries. Every incident row has at least two fractional entries: a single fractional entry, with all other entries zero or one, could not give row sum one. The same holds for columns.
A finite nonempty graph whose incident vertices all have degree at least two contains a cycle. In a bipartite graph that cycle has even length. Assign alternating signs to its entries, giving a nonzero matrix with every row and column sum zero. Choose smaller than the distance of each cycle entry from both zero and one. Then and remain doubly stochastic matrices, are distinct, and satisfySo is not extreme. ThereforeThis alternating-cycle perturbation of a doubly stochastic matrix proves the extreme-point part of the Birkhoff-von Neumann theorem directly.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 106 2 Solution Created 2026-10-03 Updated 2026-10-06
For a convex subset of a Banach space, weak closure equals norm closure. The Mazur theorem states that for every convex set ,Since every bounded linear functional is norm-continuous, the weak topology is weaker than the norm topology, giving .
For the reverse inclusion, use this form of the Hahn-Banach separation theorem: if is a nonempty norm-closed convex set in a real normed vector space and , there is a continuous real-linear functional such thatApply it to . In a complex Banach space, use the underlying real space; every continuous real-linear is the real part of the complex bounded linear functional . The separating strict inequality gives a neighbourhood open for the weak topology of disjoint from , so . The empty set case is immediate. This proves the Mazur theorem.
A weakly null sequence has disjoint convex blocks converging to zero in norm. If , then for every starting index ,The Mazur theorem places in the norm closure of that tail convex hull. Thus a finite convex combination of vectors from any tail can have norm less than any prescribed .
Choose the convex blocks recursively. After selecting the previous terminal index , let , and choose a finite convex combination from with norm less than . Choose beyond its largest used index, padding the intervening coefficients and the final coefficient with zero. This ensures the printed strict condition as well as . Setting unused coefficients to zero yieldsTherefore in norm. The recursive tail selection is what makes these convex blocks, rather than merely unrelated convex combinations.
Next suppose is separable and is bounded. Use the canonical embedding into the bidual , where . If , then . The Banach-Alaoglu theorem makes this ball compact in , and weak-star metrizability of the dual ball makes it metrizable because its predual is separable. A compact space that is a metric space is sequentially compact, so some subsequence satisfiesThe limit need not belong to ; it is precisely the use of the bidual space that supplies compactness without assuming reflexivity.
For a convex block , every satisfiesBoth and tend to , soThis is the useful convex-block cancellation of a weak-star limit; it does not require the limit to be a vector in .
The quotient sequence has approximate lifts in that are weakly null after passing to a subsequence. Let be the quotient map, with the quotient norm. Since , choose such thatThis uses the infimum defining the quotient norm and does not assume that it is attained. By the preceding compactness argument, pass to a subsequence with a common weak-star limit in . Its quotient images form a weakly null sequence.
Apply the convex block construction to in the quotient Banach space. Using the same coefficients on gives convex blocksSet . The convex-block cancellation of a weak-star limit proves , whileThus the approximate weakly null lifting through a quotient is achieved with the required bound:
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 106 5 ii Solution Created 2026-10-03 Updated 2026-10-06
The bidual range condition implies both weak compactness and the stronger continuity of . First assume . The Banach-Alaoglu theorem makes weak-star compact, and is weak-star continuous. Hence its image is compact for the weak-star topology in . Because it lies in , it corresponds to a weakly compact subset under .
The identity gives . A weakly compact set in a Hausdorff space is closed for the weak topology, so is also norm-closed and contains the norm closure of . That closure is a convex set closed in the norm topology, hence weakly closed by the Mazur theorem. It is therefore a weakly closed subset of the weakly compact , and is a weakly compact set. This proves .
For , fix . By the range assumption there is with . For every ,The right side is a defining weak-star continuous evaluation on . Since the weak topology on is determined by all , every scalar coordinate of for that topology is weak-star continuous. Therefore
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 213 5 Solution Created 2026-10-03 Updated 2026-10-06
Only routes with contribute to proportional fairness or to the weighted logarithmic utility; omit inactive routes from expressions with a rate in the denominator. Active routes have positive rates whenever a positive feasible allocation exists. For a feasible competitor , the elementary logarithm inequality givesA zero competitor rate on an active route has utility and also cannot improve the objective. Therefore a proportionally fair allocation maximizes the logarithmic objective. Conversely, the feasible set is a convex set, and differentiating the objective along at shows that an optimizer satisfies the proportional fairness inequality. Strict concavity gives uniqueness on active coordinates; rates assigned to nonexistent flows are immaterial.
In the linear flow network, put and for active routes. A local route uses only resource . If and , increasing increases the objective without violating any other constraint. Thus each active local route saturates its resource:Write and . For and , substitute into the objective. Apart from constants its dependence on isIts derivative vanishes when , and its second derivative is negative. Hence the per-flow through-route rate isIf , the optimal through-route aggregate rate is one, so still holds. If , each active local route has , also given by the displayed local formula. When there are no flows and no departures. Inactive coordinates need not be assigned these undefined per-flow formulas.
Independent arrivals and exponential document sizes make this a flow-level network model. A document of type has residual-size hazard per unit of data transmitted; when its transmission speed is , its completion hazard per unit time is . Thus the continuous-time Markov chain of flow counts has transition intensitiesFor these departure intensities are for the through route and for an active local route. Total arrival intensity is constant and total departure intensity is bounded by , ensuring a nonexplosive Markov chain.
Set , the offered traffic, and define the balance function of a flow-level networkThe binomial coefficients satisfyThese identities also cover states with only one kind of active route. They show that the weight satisfiesThus detailed balance for a continuous-time Markov chain proves that this is a reversible Markov chain and reduces the stationary distribution calculation to normalization.
Sum over first. The negative binomial series gives, for fixed local counts and ,All summands are nonnegative, so the Tonelli theorem permits exchanging the sums. The partition sum is thereforeIt is finite exactly when for every , for . These are the resource-load conditions: resource receives the through-route offered traffic plus its local offered traffic. The normalized stationary distribution isWith positive arrival rates this is the unique stationary distribution of the irreducible feasible flow-count chain. Zero arrival rates restrict its closed class to the corresponding zero coordinates.
Summing out also shows that the local counts are independent, with geometric distributions on :Hence their mean flow counts areThe binomial balance factor is essential: independent geometric counts for all routes would not give these departure rates or the correct resource-load normalization.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 325 1 i Solution Created 2026-10-03 Updated 2026-10-06
Use the extended real numbers . A proper convex function never takes and is finite somewhere. Its effective domain isFor a proper extended-real function, convexity meansThe endpoint cases are identities; taking avoids the ambiguous product . Equivalently, its epigraph is a convex set. In particular, the effective domain is a convex set. Properness is an additional condition: it rules out the identically function and all values, rather than requiring finiteness everywhere.
For , the subdifferential is the set of supporting slopesEach element is a subgradient. Define outside . The defining subgradient inequality must hold globally, not merely in a neighborhood of . For a differentiable finite convex function, .
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 340 5 a Solution Created 2026-10-03 Updated 2026-10-06
Write and use the real pixelwise inner products. Let be the adjoint operator, defined by . For each nontrivial grid direction its one-dimensional formula iswith the analogous formula in for . Their sum is ; unused components and do not contribute. For , . If discrete divergence is defined, its sign convention is , as in the adjoint of a discrete forward gradient.
Define the compact convex set and its image . The image is compact and convex, hence closed, and contains zero. The finite-dimensional Euclidean duality formula , applied independently at every pixel, givesThus the penalty is the support function . Its convex conjugate is the indicator functional of a constraint set , equal to zero on and infinity elsewhere. For , the conjugate supremum is zero; for , the separation theorem supplies a direction with , and scaling that direction makes the supremum infinite.
The proximal operator is . It exists uniquely because the objective is continuous, coercive and strictly convex. The Moreau decomposition for a proper closed convex function gives . The second term is the Euclidean projection onto a convex set, so the projection residual for discrete total variation isAlternatively, the variational characterization of convex projection says exactly when for every . Hence attains the support function at , giving and the same optimality condition. This supplies a direct verification of the Moreau decomposition step in this instance.
The printed wording needs “the residual after a projection”, rather than “the projection itself”. In general this denoising map is not a projection onto any fixed closed convex set. A metric projection onto a closed convex set is idempotent, while denoising a sufficiently large jump twice shrinks it twice. Concretely, for and data with rows and , the minimizer has rows and . Reapplying the map gives rows and , so it is not idempotent. These formulas have a global certificate: take , all other dual entries zero, giving with rows and ; it saturates every positive row difference and yields the primal optimality condition. The qualification is therefore not merely a consequence of a restricted two-level ansatz.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 340 5 b Solution Created 2026-10-03 Updated 2026-10-06
Computing is equivalent to minimizing over , since ranges over precisely . Differentiating with the adjoint operator gives , whose Lipschitz constant is . Starting with any , for example zero, the projected-gradient dual total variation algorithm isThe block formula is the Euclidean projection onto a convex set , since it clips each two-dimensional block to a Euclidean ball of radius . Both components must be clipped together for the isotropic block mixed norm.
For the unscaled forward differences, and likewise in the other direction, so . More exactly, for the one-dimensional path difference has eigenvalues , , and the square-grid operator sums two such spectra. Thus . Finite-dimensional projected gradient descent for a convex objective with an -Lipschitz gradient converges from every feasible starting point to a dual minimizer for fixed . The theorem assumes a nonempty closed convex set, a convex differentiable objective with globally Lipschitz gradient, and a nonempty minimizer set. All hold here: is compact and convex, and is a continuous convex quadratic. Finite-dimensional convergence is of the full sequence, rather than only its objective values.
Consequently any fixed step with is safe on this grid; the more conservative is also safe. The dual minimizer need not be unique because has a null space, but and uniquely. For , the gradient penalty vanishes and , so no positive- step restriction is needed.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 340 5 c Solution Created 2026-10-03 Updated 2026-10-06
Absolute values are missing in the printed formula. For signed real blocks, the intended block mixed norm must beWithout them, at a block has value zero although it is nonzero, and a negative scalar has negative value. For nonintegral , a negative component may not even have a real power. The literal expression therefore is not a norm and does not define the claimed general convex problem. Even integer exponents do not fix all other in the stated range.
With the corrected norm, let be the Holder conjugate exponent: for and for . Blockwise Holder inequality, with equality from a norming block, givesThe duality of block mixed norms identifies the closed compact convex set and the projection residual from the Moreau decompositionFor , the dual blocks are Euclidean balls; for , they are cubes given by componentwise bounds . No injectivity or surjectivity of is required: compactness of the block product makes its linear image compact, and the strictly convex fidelity still gives a unique primal minimizer. For general , the Euclidean projection onto a dual block ball is not generally obtained by radial scaling, so the special clipping formula from the isotropic case should not be reused without further analysis.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 105 1 a Solution Created 2026-10-03 Updated 2026-10-05
Put and . The fundamental theorem of calculus along a line segment, followed by averaging, givesFor fixed , use the change of variables formula . Its Jacobian determinant is . The transformed domain lies in , because a cube is a convex set. Moreover, implies . Thus Tonelli theorem givesThe diagonal is a null set. The Holder inequality with now applies: implies , and integration in spherical coordinates bounds the kernel byThis proves the Morrey inequality on a cube, uniformly even when approaches its boundary:Apply this at both and the center and use the triangle inequality to obtain
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 106 3 a Solution Created 2026-10-03 Updated 2026-10-05
The Hahn-Banach separation theorem for two convex sets states that disjoint nonempty convex sets in a real locally convex space, with open, admit a nonzero continuous linear functional and such thatThere need not be a positive uniform gap between the two sets.
For a proof, set . It is open and convex, and . Choose , let , and let be the Minkowski functional of . Because is open, convex and contains zero, is a finite sublinear functional, and . Put . Since , . On define . For this equals ; for it is nonpositive and hence at most . The Hahn-Banach theorem extends it to a linear with . Both and are bounded near zero, so this domination makes continuous; it is nonzero because . For ,Thus for every . Define , which is finite because any fixed bounds it above. Openness of and nonzeroness of ensure for every , and for every . This proves the stated separation.
For the sequence criterion, suppose and . If each , thenConversely, the assumed inequality implies that every convex combination of the has norm at least . Hence is disjoint from . Apply the separation theorem with the open set to obtain andThen has norm one and satisfies for every . ThereforeThe PDF confirms the “if and only if” that is garbled in the TeX transcription.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 106 4 Solution Created 2026-10-03 Updated 2026-10-05
The Mazur theorem states that the weak closure and norm closure of a convex set in a normed vector space coincide:Norm closure is contained in weak closure because the weak topology is coarser. Conversely, if , the Hahn-Banach separation theorem provides a continuous real linear functional strictly separating from that closed convex set. In a complex space this is the real part of a continuous complex linear functional. A weak neighborhood of then misses , so . This proves the equality. It also gives the usual Mazur lemma: if , then lies in the norm closure of the convex hull of each tail, so one can choose tail convex combinations with .
Now let be a weakly compact set in a normed space . Each is bounded on because it is weakly continuous. The family in , where is the canonical embedding into the bidual, is therefore pointwise bounded. The space is Banach even if is not. Apply the Uniform boundedness principle and use to obtainThis proves that a weakly compact set is norm bounded without assuming completeness of the original space.
For the real-valued dual and integral formulas that follow, take to be real, as in the PDF. In a complex space the norming formula uses real parts, and the integral identities use complex-valued functionals instead.
If the separable Banach space is nonzero, choose a norm-dense sequence in its unit sphere. By the Hahn-Banach theorem, choose with and . For any unit vector , arbitrarily close satisfyScaling gives the countable norming family identityFor use the constant sequence of zero functionals. If is norm-Borel measurable, every is measurable, so its countable supremum is measurable. Equivalently, this also follows directly from continuity of the norm.
For any , continuity makes measurable, andThus the assumed integrability of the norm implies scalar integrability, anddefines a bounded linear functional on . Use the granted weak-star continuity of . By the continuous dual of a weak-star topology, is evaluation at a vector of . Indeed, continuity gives finitely many and such that whenever for all . Scaling shows that vanishes on the common kernel of these evaluations. It therefore factors through their finite-dimensional coordinate map, so . The Hahn-Banach theorem makes this representing vector unique. HenceIn this separable setting the vector is the Bochner integral.
Return to a weakly compact set and its inclusion . For each fixed , the identity makes weakly Borel measurable. Norm balls are consequently weakly Borel measurable. Separability gives a countable base of such balls, so every norm-open set is weakly Borel measurable. This proves measurability of , and establishes the equality of the weak and norm Borel sigma-algebras in a separable Banach space.
Put . For every finite signed Borel measure on ,For positive measures this is the integral in the question. For signed measures, the correct integrability condition uses the variation measure; define the integral by taking the difference of the positive and negative integrals. The printed in this clause should be , the domain of the inclusion.
The Riesz-Markov-Kakutani representation theorem now defines the bounded linear mapFor each the restriction is in , andThe right side is weak-star continuous in . The defining property of the weak topology therefore proves that is weak-star-to-weak continuous, for arbitrary nets. For a Dirac measure, .
If , let be its regular probability measures. This is a weak-star closed subset of : its conditions are and for every nonnegative . It is compact by Banach-Alaoglu theorem. Thus is weakly compact and convex, and contains because it contains all . It is weakly closed, hence norm closed, so it contains . By Mazur theorem, is weakly closed. Therefore it is a closed subset of the weakly compact set , provingThe empty case is immediate. In fact : a barycenter of a measure on a Banach space outside would be strictly separated by a functional , contradicting .
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 213 2 Solution Created 2026-10-03 Updated 2026-10-05
Let be the finite, nonempty set of available routes for source-sink pair , and write for a route flow. The link-route incidence matrix has when route uses link , and zero otherwise. The source-sink route incidence matrix has when . Thus gives link throughputs and gives aggregate source-sink flows. A route's delay isA Wardrop equilibrium uses only routes of minimum delay for their source-sink pair:An infinitesimal user cannot improve its delay by changing route.
For fixed , the feasible route flows form a nonempty compact convex set: for each , and . Define the Beckmann potentialIt is continuous, so the extreme value theorem gives a minimizer. Since every is strictly increasing, is a strictly convex function of . Its route-flow gradient is .
If an occupied route has greater delay than another route , moving a small amount of flow from to gives a negative directional derivative, contradicting minimality. Conversely, at a Wardrop equilibrium, for any feasible ,The first-order condition for convex optimization therefore proves optimality. ConsequentlyIf two minimizers had different , their midpoint would give a strictly smaller Beckmann potential. Thus the equilibrium link throughputs are unique. The route flows need not be unique, since need not be a strictly convex function of .
For a concrete example, take two successive stages of parallel links: in the first stage and in the second, with one source-sink pair and four routes . Put on every link and total flow . All allocationshave the same link throughputs and every route has delay two. These distinct allocations are all Wardrop equilibria.
For elastic demand, use the standard physical convention that and is finite, continuous, and strictly decreasing. Set and , and define the inverse demand function on . It is continuous and strictly decreasing, with and as . Choose any reference value and setEach summand of is a strictly convex function. The reference values only add a constant to the objective. In the usual case , one may use a lower limit zero whenever the improper integral is finite; that integrability is not guaranteed merely by continuity of .
Minimize over the compact feasible set , , interpreting the objective at by its one-sided limit, which can be . This extension is sequentially lower semicontinuous, and an interior-demand feasible point has finite value, so a minimizer exists. It cannot have : adding a small amount on any route for has bounded marginal link cost, whereas its marginal demand benefit tends to infinity. Thus .
For , the route-flow partial derivative is . The first-order conditions for convex optimization giveIf , reducing any occupied route cannot improve the objective only if that route has zero delay; nonnegative link delays then give . Therefore the conditions in every case areConversely these conditions give the nonnegative directional derivative for every feasible competitor and hence minimize the convex function . Allowing explicitly yields the stated form with and , with inverse-demand endpoint conventions understood. In particular, is defined on its demand range, rather than evaluating outside that range.
Strict convexity in the pair proves that the equilibrium aggregate source-sink flows and link throughputs are unique. Individual route flows may still be nonunique. Nonnegative, finite demand, nonnegative delays, finite route sets, and a usable route for each source-sink pair are the implicit modeling assumptions needed for the existence assertions.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 216 2 a Solution Created 2026-10-03 Updated 2026-10-05
For the planar uniform distribution with a Lebesgue measure density, assume that the compact convex set has nonempty interior, equivalently positive area. This assumption is missing from the wording: a line segment or singleton would not have such a planar uniform density.
The hit-and-run sampler at a current point chooses with uniform on , finds the intervaland samples uniformly on that interval, setting . Convexity makes the intersection an interval and compactness makes it bounded.
If is in the interior, every direction has positive chord length, and the next point is in the interior almost surely. For a definition valid at every boundary point as well, redraw the direction whenever the chord has zero length. We use this convention in the following parts. Positive-length directions have positive angular probability at every , since an interior ball is visible from , so the redraw terminates almost surely.
The Markov kernel has the uniform distribution on as its invariant law, as follows from the density symmetry proved next. Repeating the step therefore produces approximate uniform samples after convergence. The boundary convention matters: if singleton chords were instead treated as holding moves, a square's corner would have a positive atom at its starting point, contradicting part (b)'s claim of an everywhere absolutely continuous kernel.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 326 1 1 b Solution Created 2026-10-03 Updated 2026-10-05
The map is a bounded linear operator, so the inverse image of the closed singleton is closed. That inverse image is also a convex set: if , every convex combination has the same image.
The identity givesConsequently such a exists exactly when is the sum of an element of and one of its orthogonal complement. ThusThese are precisely the least-squares solutions. Indeed, if and , then for every the Pythagorean identity givesConversely, differentiating the squared residual along any real direction forces , hence the normal equation for a linear inverse problem. For any , the difference of two solutions of the normal equation for a linear inverse problem lies in , since . Thereforea closed affine subspace; the empty case is closed and convex as well.
Past exam of the mathematics course of the University of Cambridge 2018 ii Paper 2 2F b Solution Created 2026-09-24 Updated 2026-10-03
For part (a), fix and consider the line segmentThe convex set contains this entire segment. Forwe have andIf , then for all sufficiently small positive , contradicting the hypothesis on . Thus
For part (b), is compact, and the product of the coordinates is a continuous function. The extreme value theorem therefore supplies maximizing that product. Assume every and apply part (a) to the convex setIt contains , and maximality of makes every coordinate product at most one. HenceIf is another maximizer, its coordinates are positive and . The arithmetic-geometric mean inequality giveswhile the displayed inequality gives the reverse bound. Equality in the arithmetic-geometric mean inequality forces every . Therefore the maximizer is unique.