Past exam of the mathematics course of the University of Cambridge 2025 iii Paper 326 1 c Solution Created 2026-09-24 Updated 2026-09-25
Let minimize the nonsquared-residual objective. Comparison with givesThe source subgradient inequality givesConsequently,Thus forevery forces . The original comparison then gives , so is itself -minimizing. If is strictly convex, its restriction to the affine solution set has at most one minimizer, hence . This is an exact penalty method.