Paper 1, Section I, 8H

Optimization | Part IB, 2012

State the Lagrangian sufficiency theorem.

Use Lagrange multipliers to find the optimal values of x1x_{1} and x2x_{2} in the problem: maximize x12+x2x_{1}^{2}+x_{2} \quad subject to x12+12x22b1,x1b2\quad x_{1}^{2}+\frac{1}{2} x_{2}^{2} \leqslant b_{1}, \quad x_{1} \geqslant b_{2} and x1,x20x_{1}, x_{2} \geqslant 0 for all values of b1,b2b_{1}, b_{2} such that b1b220b_{1}-b_{2}^{2} \geqslant 0.

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