Question

Use Lagrange multipliers to find the maximum and minimum values of the function subject to the given constraint. (If an answer does not exist, enter DNE.)
f(x1, x2, ..., xn) = x1 + x2 + ... + xn; x12 + x22 + ... + xn2 = 36

Answer 1

The Lagrangian is

$L(x_1,\ldots,x_n,\lambda_1,\ldots,\lambda_n)=x_1+\cdots+x_n+\lambda_1({x_1}^2+\cdots+{x_n}^2)+\cdots+\lambda_n({x_1}^2+\cdots+{x_n}^2)$

with partial derivatives (set equal to 0)

$\dfrac{\partial L}{\partial x_i}=1+2x_i(\lambda_1+\cdots+\lambda_n)=0$

$\dfrac{\partial L}{\partial\lambda_i}={x_1}^2+\cdots+{x_n}^2-36=0$

for each $1\le i\le n$.

Let $\Lambda$ be the sum of all the multipliers $\lambda_i$,

$\Lambda=\displaystyle\sum_{k=1}^n\lambda_k=\lambda_1+\cdots+\lambda_n$

We notice that

$x_i\dfrac{\partial L}{\partial x_i}=x_i+2{x_i}^2\Lambda=0$

so that

$\displaystyle\sum_{i=1}^nx_i\dfrac{\partial L}{\partial x_i}=\sum_{i=1}^nx_i+2\Lambda\sum_{i=1}^n{x_i}^2=0$

We know that $\sum\limits_{i=1}^n{x_i}^2=36$, so

$\displaystyle\sum_{i=1}^nx_i+2\Lambda\sum_{i=1}^n{x_i}^2=0\implies\sum_{i=1}^nx_i=-72\Lambda$

Solving the first $n$ equations for $x_i$ gives

$1+2\Lambda x_i=0\implies x_i=-\dfrac1{2\Lambda}$

and in particular

$\displaystyle\sum_{i=1}^nx_i=-\dfrac n{2\Lambda}$

It follows that

$-\dfrac n{2\Lambda}+72\Lambda=0\implies\Lambda^2=\dfrac n{144}\implies\Lambda=\pm\dfrac{\sqrt n}{12}$

which gives us

$x_i=-\dfrac1{2\left(\pm\frac{\sqrt n}{12}\right)}=\pm\dfrac6{\sqrt n}$

That is, we've found two critical points,

$\pm\left(\dfrac6{\sqrt n},\ldots,\dfrac6{\sqrt n}\right)$

At the critical point with positive signs, $f(x_1,\ldots,x_n)$ attains a maximum value of

$\displaystyle\sum_{i=1}^nx_i=\dfrac{6n}{\sqrt n}=6\sqrt n$

and at the other, a minimum value of

$\displaystyle\sum_{i=1}^nx_i=-\dfrac{6n}{\sqrt n}=-6\sqrt n$