3.II.20C3 . \mathrm{II} . 20 \mathrm{C}

Optimization | Part IB, 2007

State and prove the Lagrangian sufficiency theorem.

Solve the problem

 maximize x1+3ln(1+x2) subject to 2x1+3x2c1ln(1+x1)c2,x10,x20\begin{array}{ll} \text { maximize } & x_{1}+3 \ln \left(1+x_{2}\right) \\ \text { subject to } \quad & 2 x_{1}+3 x_{2} \leqslant c_{1} \\ & \ln \left(1+x_{1}\right) \geqslant c_{2}, \quad x_{1} \geqslant 0, x_{2} \geqslant 0 \end{array}

where c1c_{1} and c2c_{2} are non-negative constants satisfying c1+22ec2c_{1}+2 \geqslant 2 e^{c_{2}}.

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