Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 326 4 c Solution Created 2026-10-03 Updated 2026-10-05
Let , , and . The subgradient inequality, the dual pairing bound, and giveMinimality of in the exact penalty method givesCombining them yieldsThe coefficient is strictly positive, soNow minimality gives , and exact feasibility plus the defining minimality of gives the reverse inequality. Thus is a J-minimizing solution. Finally,This exact-penalty threshold from a source condition does not require one-homogeneity; convexity and the source subgradient suffice. If , the same argument works for every , interpreting the upper threshold as infinite.