(a) State and prove the Lagrangian sufficiency theorem.
(b) Let n⩾1 be a given constant, and consider the problem:
minimisei=1∑n(2yi2+xi2) subject to xi=1+k=1∑iyk for all i=1,…,n
Find, with proof, constants a,b,A,B such that the optimal solution is given by
xi=a2i+b2−i and yi=A2i+B2−i, for all i=1,…,n.