Past exam of the mathematics course of the University of Cambridge 2006 ib Paper 1 8C Solution Created 2026-09-24 Updated 2026-10-14
For maximization of subject to and , the Lagrangian sufficiency theorem says: if a feasible globally maximizes , where , and , then globally maximizes over the feasible set. Indeed, at every feasible ,This requires a global maximum of the optimization Lagrangian; a stationary point alone is not sufficient without additional concavity or another justification.
Put and . If every , the maximum is zero and every feasible vector is optimal. Otherwise setSince , . For , the optimization Lagrangian is . Its gradient vanishes at becauseThe function is a strictly convex function for , so is a strictly concave function. Its supporting-hyperplane inequality proves that this stationary point is its global maximum. Complementary slackness and feasibility hold, so the sufficiency theorem applies. Substitution givesThe maximizing vector is unique when . It is the norming vector for Holder inequality, and the value is the corresponding dual norm.