This extreme value problem has a solution with both a maximum value and a minimum value. Use Lagrange multipliers to find the extreme values of the function subject to the given constraint. f(x1, x2, ..., xn) = x1 + x2 + ... + xn; x12 + x22 + ... + xn2 = 9

Respuesta :

Answer:

Maximum value: [tex] 3* \sqrt{n} [/tex]

Minimum value: [tex] -3* \sqrt{n} [/tex]

Step-by-step explanation:

Let [tex] g(x) = x_1^2 + x_2^2+x_3^2+ ----+ x_n^2[/tex] , the restriction function.The Lagrange Multiplier problem states that an extreme (x1, ..., xn) of f with the constraint g(x) = 9 has to follow the following rule:

[tex] \nabla{f}(x_1, ..., x_n) = \lambda \nabla{g} (x_1,...,x_n) [/tex]

for a constant [tex] \lambda [/tex] .

Note that the partial derivate of f respect to any variable is 1, and the partial derivate of g respect xi is 2xi, this means that

[tex] 1 = \lambda 2 x_1 [/tex]

Thus,

[tex] x_i = \frac{1}{2\lambda} = c [/tex]

Where c is a constant that doesnt depend on i. In other words, there exists c such that (x1, x2, ..., xn) = (c,c, ..., c). Now, since g(x1, ..., xn) = 9, we have that n * c² = 9, or

[tex] c = \, ^+_- \, \sqrt{\frac{9}{n} } = \, ^+_- \frac{3}{\sqrt{n}} [/tex]

When c is positive, f reaches a maximum, which is [tex]  \frac{3}{\sqrt{n}}  +  \frac{3}{\sqrt{n}} +  \frac{3}{\sqrt{n}}  + ..... +  \frac{3}{\sqrt{n}}  = n *  \frac{3}{\sqrt{n}}  = 3 * \sqrt{n} [/tex]

On the other hand, when c is negative, f reaches a minimum, [tex]-3 * \sqrt{n} [/tex]