Let b 0 R. Show that the maximum of f(x) = bx over X =...
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Let b 0 € R. Show that the maximum of f(x) = bx over X = {x € R¹ : |||| ≤ 1} is b attained at x* = and f(x*) = ||b||. Hint: Use Cauchy-Schwartz inequality to bound f. ||b|| Let b 0 € R. Show that the maximum of f(x) = bx over X = {x € R¹ : |||| ≤ 1} is b attained at x* = and f(x*) = ||b||. Hint: Use Cauchy-Schwartz inequality to bound f. ||b||
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