Let $p \in \llbracket 1, n \rrbracket$. We assume that $f, g_1, \ldots, g_p$ are differentiable functions from $\mathbb{R}^n$ to $\mathbb{R}$, that $f$ is $\alpha$-convex for some $\alpha \in \mathbb{R}_+^{\star}$, and that the functions $g_1, \ldots, g_p$ are convex. We further assume that $$K = \left\{ x \in \mathbb{R}^n, g_1(x) \leqslant 0, \ldots, g_p(x) \leqslant 0 \right\}$$ is non-empty. We denote $g(x) = \begin{pmatrix} g_1(x) \\ \vdots \\ g_p(x) \end{pmatrix}$ for all $x \in \mathbb{R}^n$. We introduce the function $\mathcal{L} : \mathbb{R}^n \times \mathbb{R}_+^p \rightarrow \mathbb{R}$ defined by $$\mathcal{L}(x, \mu) = f(x) + \sum_{i=1}^{p} \mu_i g_i(x)$$ for all $x \in \mathbb{R}^n$ and all $\mu = (\mu_1, \ldots, \mu_p) \in \mathbb{R}_+^p$. Show that for all $\mu \in \mathbb{R}_+^p$, there exists a unique $x_\mu \in \mathbb{R}^n$ satisfying $\mathcal{L}(x_\mu, \mu) = \inf_{x \in \mathbb{R}^n} \mathcal{L}(x, \mu)$.
Let $p \in \llbracket 1, n \rrbracket$. We assume that $f, g_1, \ldots, g_p$ are differentiable functions from $\mathbb{R}^n$ to $\mathbb{R}$, that $f$ is $\alpha$-convex for some $\alpha \in \mathbb{R}_+^{\star}$, and that the functions $g_1, \ldots, g_p$ are convex. We further assume that
$$K = \left\{ x \in \mathbb{R}^n, g_1(x) \leqslant 0, \ldots, g_p(x) \leqslant 0 \right\}$$
is non-empty. We denote $g(x) = \begin{pmatrix} g_1(x) \\ \vdots \\ g_p(x) \end{pmatrix}$ for all $x \in \mathbb{R}^n$. We introduce the function $\mathcal{L} : \mathbb{R}^n \times \mathbb{R}_+^p \rightarrow \mathbb{R}$ defined by
$$\mathcal{L}(x, \mu) = f(x) + \sum_{i=1}^{p} \mu_i g_i(x)$$
for all $x \in \mathbb{R}^n$ and all $\mu = (\mu_1, \ldots, \mu_p) \in \mathbb{R}_+^p$.\\
Show that for all $\mu \in \mathbb{R}_+^p$, there exists a unique $x_\mu \in \mathbb{R}^n$ satisfying $\mathcal{L}(x_\mu, \mu) = \inf_{x \in \mathbb{R}^n} \mathcal{L}(x, \mu)$.