Calculus (3rd Edition)

Published by W. H. Freeman
ISBN 10: 1464125260
ISBN 13: 978-1-46412-526-3

Chapter 15 - Differentiation in Several Variables - 15.8 Lagrange Multipliers: Optimizing with a Constraint - Exercises - Page 833: 53

Answer

First, we show that the maximum of $f\left( {{x_1},...,{x_n}} \right) = {x_1}{x_2}\cdot\cdot\cdot{x_n}$ subject to the constraints occurs for ${x_1} = {x_2} = \cdot\cdot\cdot = {x_n} = B/n$. We use this result to conclude that: ${\left( {{a_1}{a_2}\cdot\cdot\cdot{a_n}} \right)^{1/n}} \le \frac{{{a_1} + {a_2} + \cdot\cdot\cdot + {a_n}}}{n}$ for all positive numbers ${a_1},...,{a_n}$.

Work Step by Step

We are given a function $f\left( {{x_1},...,{x_n}} \right) = {x_1}{x_2}\cdot\cdot\cdot{x_n}$ subject to the constraints $g\left( {{x_1},...,{x_n}} \right) = {x_1} + {x_2} + \cdot\cdot\cdot + {x_n} - B = 0$ and ${x_j} \ge 0$ for $j = 1,...,n$. Using Theorem 1, the Lagrange condition $\nabla f = \lambda \nabla g$ yields (1) ${\ \ \ }$ $\left( {{x_2}{x_3}\cdot\cdot\cdot{x_n},{x_1}{x_3}\cdot\cdot\cdot{x_n},...,{x_1}{x_2}\cdot\cdot\cdot{x_{n - 1}}} \right) = \lambda \left( {1,1,...,1} \right)$ So, the Lagrange equations are $\begin{array}{*{20}{c}} {{x_2}{x_3}\cdot\cdot\cdot{x_n} = \lambda }\\ {{x_1}{x_3}\cdot\cdot\cdot{x_n} = \lambda }\\ {...}\\ {{x_1}{x_2}\cdot\cdot\cdot{x_{n - 1}} = \lambda } \end{array}$ if $\lambda = 0$, then equation (1) implies that ${x_j} = 0$ for $j = 1,...,n$. Since $\left( {0,0,...,0} \right)$ does not satisfy the constraint, we may assume that ${x_j} > 0$ for $j = 1,...,n$. So, $\lambda = {x_2}{x_3}\cdot\cdot\cdot{x_n} = {x_1}{x_3}\cdot\cdot\cdot{x_n} = \cdot\cdot\cdot = {x_1}{x_2}\cdot\cdot\cdot{x_{n - 1}}$ We may write $\begin{array}{*{20}{c}} {{x_2}{x_3}\cdot\cdot\cdot{x_n} = {x_1}{x_3}\cdot\cdot\cdot{x_n}}\\ {{x_1}{x_3}\cdot\cdot\cdot{x_n} = {x_1}{x_2}\cdot\cdot\cdot{x_n}}\\ {\cdot\cdot\cdot}\\ {{x_1}{x_2}\cdot\cdot\cdot{x_n} = {x_1}{x_2}\cdot\cdot\cdot{x_{n - 1}}} \end{array}$ Dividing common terms on both sides we get $\begin{array}{*{20}{c}} {{x_2} = {x_1}}\\ {{x_3} = {x_2}}\\ {...}\\ {{x_n} = {x_{n - 1}}} \end{array}$ Thus, ${x_1} = {x_2} = \cdot\cdot\cdot = {x_n}$. Using the constraints ${x_1} + {x_2} + \cdot\cdot\cdot + {x_n} = B$, we obtain the solution $n{x_1} = n{x_2} = \cdot\cdot\cdot = n{x_n} = B$ ${x_1} = {x_2} = \cdot\cdot\cdot = {x_n} = B/n$ So, the critical point is $\left( {{x_1},{x_2},...,{x_n}} \right) = \left( {\frac{B}{n},\frac{B}{n},...,\frac{B}{n}} \right)$. The extreme value corresponding to $\left( {\frac{B}{n},\frac{B}{n},...,\frac{B}{n}} \right)$ is $f\left( {\frac{B}{n},\frac{B}{n},...,\frac{B}{n}} \right) = {\left( {\frac{B}{n}} \right)^n}$ Since ${x_1},{x_2},...,{x_n} > 0$, the function $f\left( {{x_1},...,{x_n}} \right) = {x_1}{x_2}\cdot\cdot\cdot{x_n}$ is increasing. So, we conclude that the maximum of $f\left( {{x_1},...,{x_n}} \right)$ subject to the constraint is equal to ${\left( {\frac{B}{n}} \right)^n}$. Hence, the maximum of $f\left( {{x_1},...,{x_n}} \right) = {x_1}{x_2}\cdot\cdot\cdot{x_n}$ subject to the constraints ${x_1} + {x_2} + \cdot\cdot\cdot + {x_n} = B$ and ${x_j} \ge 0$ for $j = 1,...,n$ occurs for ${x_1} = {x_2} = \cdot\cdot\cdot = {x_n} = B/n$. Next, we use this result to conclude that ${\left( {{a_1}{a_2}\cdot\cdot\cdot{a_n}} \right)^{1/n}} \le \frac{{{a_1} + {a_2} + \cdot\cdot\cdot + {a_n}}}{n}$ for all positive numbers ${a_1},...,{a_n}$. Consider some positive numbers ${a_1},...,{a_n}$. Since the maximum of $f\left( {{x_1},...,{x_n}} \right) = {x_1}{x_2}\cdot\cdot\cdot{x_n}$ is ${\left( {\frac{B}{n}} \right)^n}$, then ${a_1}{a_2}\cdot\cdot\cdot{a_n} \le {\left( {\frac{B}{n}} \right)^n}$ Since ${a_1} + {a_2} + \cdot\cdot\cdot + {a_n} = B$, so ${a_1}{a_2}\cdot\cdot\cdot{a_n} \le {\left( {\frac{{{a_1} + {a_2} + \cdot\cdot\cdot + {a_n}}}{n}} \right)^n}$ Hence, ${\left( {{a_1}{a_2}\cdot\cdot\cdot{a_n}} \right)^{1/n}} \le \frac{{{a_1} + {a_2} + \cdot\cdot\cdot + {a_n}}}{n}$. Since ${a_1},...,{a_n}$ are arbitrary, it applies to all positive numbers ${a_1},...,{a_n}$.
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