Solution Blueprint: 1. Form the Lagrangian L(x,λ) = ½‖Ax‑b‖² + λᵀ(Cx‑d). 2. Compute ∇ₓL = Aᵀ(Ax‑b) + Cᵀλ = 0 → (AᵀA) x + Cᵀλ = Aᵀb. 3. Enforce the equality constraint Cx = d. 4. Stack the equations: [ AᵀA Cᵀ ] [x] = [Aᵀb] [ C 0 ] [λ] [ d ] Solve the linear system (e.g., via block‑elimination or LU). 5. Verify λ satisfies complementary slackness (trivial here, only equality). 6. Check second‑order condition: AᵀA ≻ 0 ⇒ sufficient.
Key Theorems to Invoke: 1. KKT conditions (first‑order necessary and sufficient for convex problems). 2. Positive definiteness of AᵀA ⇒ unique minimizer. Solution Blueprint: 1
Problem #: (e.g., 5.12 – “Minimize ½‖Ax‑b‖² subject to Cx = d”) Solution Blueprint: 1