1.I.8C

Optimization
Part IB, 2006

State the Lagrangian sufficiency theorem.

Let p(1,)p \in(1, \infty) and let a1,,anRa_{1}, \ldots, a_{n} \in \mathbb{R}. Maximize

i=1naixi\sum_{i=1}^{n} a_{i} x_{i}

subject to

i=1nxip1,x1,,xnR\sum_{i=1}^{n}\left|x_{i}\right|^{p} \leqslant 1, \quad x_{1}, \ldots, x_{n} \in \mathbb{R}