1.I.8C

Optimization | Part IB, 2006

State the Lagrangian sufficiency theorem.

Let p∈(1,∞)p \in(1, \infty) and let a1,…,an∈Ra_{1}, \ldots, a_{n} \in \mathbb{R}. Maximize

∑i=1naixi\sum_{i=1}^{n} a_{i} x_{i}

subject to

∑i=1n∣xi∣p⩽1,x1,…,xn∈R\sum_{i=1}^{n}\left|x_{i}\right|^{p} \leqslant 1, \quad x_{1}, \ldots, x_{n} \in \mathbb{R}

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