In the space of $L^1[0,1]$, is the following linear functional $I:L^1[0,1]\rightarrow \mathbb{R}$:
$$ I(f) = \int_0^1 x^3f(x)dx $$
bounded on this section of the norm ball $\{f:\|f\|_1 = 1 \text{ and } f(x) > 0, \forall x\}$?
Update: If $I$ is bounded, then the following optimization problem must have a solution:
$$ \max_f I(f)\\ s.t. \|f\|_1 = 1, f > 0,\\ \int_0^1xf(x)dx = a,\\ \int_0^1x^2f(x)dx = b. $$
What is the solution to this problem?
First of all, something stronger:
Now, since the set $\{f\,|\,\|f\|=1\mbox{ and }f(x)>0\}$ is bounded, if we proove that $I$ is bounded, done. But
$|I(f)|=\left|\int_0^1x^3f(x)dx\right|\le\int_0^1|x^3||f(x)|dx\le\int_0^1|f(x)|dx=\|f\|$, so $I$ is bounded.
Thus $I$ is bounded on $\{f\,|\,\|f\|=1\mbox{ and }f(x)>0\}$ (on both senses: $f$ is continuous in this set and there is an $N>0$ such that $|I(f)|\le N$ for all $f$ in that set).