Solution
= Solution
The one-variable constraint is $\beta^2\leq t$, an interval whose endpoints expand as $\sqrt t$. The duplicated constraint is the disk $\beta_1^2+\beta_2^2\leq t$; the loss contours are parallel strips perpendicular to $(1,1)$. Their first contact with the disk lies on $\beta_1=\beta_2$. Equivalently, the fitted total coefficient is the least-squares coefficient clipped to $[-\sqrt{2t},\sqrt{2t}]$, compared with $[-\sqrt t,\sqrt t]$ for one copy.