3. Show that the Lagrange dual function, defined by (X) = min L(w, b, A) is concave. Hint: Argue that the dual function is the minimum of linear (hence concave) functions, and is therefore concave. The dual problem is given by the program maxl() s.t. liyi = 0 and 11,..., n > 0 Carefully define the constraint set for in this problem and argue that this set is convex. (Note that there are n+1 constraints.) Thus the dual problem seeks to maximize a concave function over a convex set