Paper 2, Section II, H

Optimization
Part IB, 2020

State and prove the Lagrangian sufficiency theorem.

Solve, using the Lagrangian method, the optimization problem

maximisex+y+2a1+z subject to x+12y2+z=bx,z0\begin{array}{ll} \operatorname{maximise} & x+y+2 a \sqrt{1+z} \\ \text { subject to } & x+\frac{1}{2} y^{2}+z=b \\ & x, z \geqslant 0 \end{array}

where the constants aa and bb satisfy a1a \geqslant 1 and b1/2b \geqslant 1 / 2.

[You need not prove that your solution is unique.]