Find three positive numbers whose sum is 100 and whose sum of its squares is a maximum. Use a Lagrange Multipliers.
So you want to maximise x²+y²+z² subject to x+y+z=100.
The Lagrange function for this problem is:
Λ(x,y,z,λ) = x² + y² + z² + λ (x + y + z - 100)
Any optimal solutions must be stationary points of this function.
∂Λ/∂x = 0
∂Λ/∂y = 0
∂Λ/∂z = 0
∂Λ/∂λ = 0
Evaluating the partial derivatives, we find:
2x + λ = 0
2y + λ = 0
2z + λ = 0
x + y + z - 100 = 0
This is a system of linear equations, four equations in four unknowns. The unique solution is:
x = y = z = 100/3
λ = -200/3
So the only stationary point is if all three numbers are 100/3. Showing that this is a maximum is left as an exercise.
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So you want to maximise x²+y²+z² subject to x+y+z=100.
The Lagrange function for this problem is:
Λ(x,y,z,λ) = x² + y² + z² + λ (x + y + z - 100)
Any optimal solutions must be stationary points of this function.
∂Λ/∂x = 0
∂Λ/∂y = 0
∂Λ/∂z = 0
∂Λ/∂λ = 0
Evaluating the partial derivatives, we find:
2x + λ = 0
2y + λ = 0
2z + λ = 0
x + y + z - 100 = 0
This is a system of linear equations, four equations in four unknowns. The unique solution is:
x = y = z = 100/3
λ = -200/3
So the only stationary point is if all three numbers are 100/3. Showing that this is a maximum is left as an exercise.