Past exam of the mathematics course of the University of Cambridge 2022 iii Paper 339 2 b Solution 2026-09-28
Use multiplier for . The Lagrangian isThe infimum over is finite exactly when . The infimum over occurs at , and henceThe dual is . Since the primal objective is coercive, the explicit Slater conditionis sufficient for feasibility, attainment, and equality of primal and dual values.
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 339 1 b Solution 2026-09-28
Associate a nonnegative Lagrange multiplier with each inequality. The Lagrangian dual problem begins withIts infimum over is finite exactly when , in which case it equals . The dual linear program is consequentlyFor any primal-feasible and dual-feasible ,which proves weak duality. Strong duality means equality of the two optimal values. The stated strict feasibility is the Slater condition; together with finiteness of the primal optimum it gives strong duality and an attained dual optimum .
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.