Recently I've been reading Convex optimization, in the Chebyshev center problem for linear programming, there is a statement that
$$ \sup\{a^Tu \mid \Arrowvert u\Arrowvert_2 \leq r\} = r\Arrowvert a\Arrowvert_2 \tag 1 $$
where $a$ and $u$ are vectors of $\mathbb R^n$
How to prove this statement?
I can understand that
$$ \sup\{\|a^Tu\|_2 \mid \Arrowvert u\Arrowvert_2 \leq r\} = r \Arrowvert a\Arrowvert_2 \tag 2$$
But in (1) don't you need the $a > 1$ or $a \succeq I$ ?
Thanks user251257
By Cauchy–Schwarz inequality,
$$ \|a^Tu\|_2 \leq \|a\|_2 \|u\|_2 = r \|a\|_2 $$
since the right-hand side of (1) is $ r \|a\|_2 \geq 0 $, then (1) holds for both $ a^Tu \geq 0 $ and $ a^Tu \leq 0 $.