Paper 3, Section II, H

Optimization | Part IB, 2016

(a) State and prove the Lagrangian sufficiency theorem.

(b) Let n1n \geqslant 1 be a given constant, and consider the problem:

minimisei=1n(2yi2+xi2) subject to xi=1+k=1iyk for all i=1,,n\operatorname{minimise} \sum_{i=1}^{n}\left(2 y_{i}^{2}+x_{i}^{2}\right) \text { subject to } x_{i}=1+\sum_{k=1}^{i} y_{k} \text { for all } i=1, \ldots, n

Find, with proof, constants a,b,A,Ba, b, A, B such that the optimal solution is given by

xi=a2i+b2i and yi=A2i+B2i, for all i=1,,n.x_{i}=a 2^{i}+b 2^{-i} \text { and } y_{i}=A 2^{i}+B 2^{-i} \text {, for all } i=1, \ldots, n .

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