Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 42 1 b Solution Created 2026-10-03 Updated 2026-10-07
Use the Lagrange multiplier with the sign conventionFor every , this is a strictly convex quadratic in , with unique global minimizerThese formulas follow by setting the three partial derivatives of the optimization Lagrangian to zero; its Hessian is , which is positive-definite.
Choose to make this minimizer feasible. Its constraint value is , so the scalar equation isThe left side of the first equation is strictly decreasing on , with limits and . Thus exactly one positive multiplier exists and can be obtained by a bracketed scalar root search. The Lagrangian sufficiency theorem proves that its associated feasible point is the global optimum; strict Lagrangian convexity makes that optimum unique.
Consequently the unique solution isIts objective value is . This scalar multiplier certificate for a quadratic equality constraint does not require finding the multiplier in radicals, and does not mistake the nonconvex equality surface for a convex set.