Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 339 2 a Solution 2026-09-28
The objective is strictly convex, so the minimizer is unique. The Slater condition makes the Karush-Kuhn-Tucker conditions necessary and sufficient. Absorb the box constraints into the Euclidean projection onto a convex set and attach a scalar multiplier to . Stationarity over the box is equivalent towhile primal feasibility requires . Coordinatewise, these conditions areThey are also sufficient because they minimize the Lagrangian over the box and satisfy the equality constraint. Thus the projection onto a box-constrained hyperplane reduces to solving the displayed one-dimensional continuous, nonincreasing equation for . The multiplier need not be unique on a flat interval, but the projected vector is unique.
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 339 2 d Solution 2026-09-28
Take and , sois the capped simplex. A linear objective over this convex polytope attains its maximum at a zero-one extreme point. Choosing the coordinates at which is largest givesEquivalently, an exchange of weight from a smaller component to a larger one never decreases the objective. Thus the sum of the largest components is the support function .
Part c now givesBy the projection onto a box-constrained hyperplane, hasConsequently the proximal operator is evaluated by solving this one-dimensional equation for , then substituting the resulting projection.