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Global optimization subject to constraints |
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| Apr26-08, 01:23 AM | #1 |
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Global optimization subject to constraints
1a) Determine the maximum value of f(x,y,z)=(xyz)1/3 given that x,y,z are nonnegative numbers and x+y+z=k, k a constant.
1b) Use the result in (a) to show that if x,y,z are nonnegative numbers, then (xyz)1/3 < (x+y+z)/3 Attempt: 1a) Using the Lagrange Multiplier method, I get that the absolute maximum of f subject to the constraints x+y+z=k and x,y,z>0 is k/3 1b) Here, it seems to me that one of the constraints, namely x+y+z=k, is removed. If so, then how can we still use the result of part (a) here? I need some help on part (b). Any help is appreciated! |
| Apr26-08, 04:51 AM | #2 |
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| Apr26-08, 07:38 PM | #3 |
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In part b, x,y,z are only required to be nonnegative numbers. There is no restriction that x+y+z=5 as there is in part a. Take e.g. x=5, y=5, z=5 which are nonnegative But x+y+z=15, which is not equal to 5. It seems to me that (xyz)1/3 < (x+y+z)/3 is true only if x+y+z=k, but NOT true for ANY nonnegative numbers, and in part b we have to prove the latter. Can someone explain more, please? |
| Apr27-08, 12:32 AM | #4 |
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Global optimization subject to constraints
You really didn't listen to Halls, did you? You proved the max for ALL k. If k=5 then the max is at x=y=z=5/3. And (xyz)^(1/3)<=5=x+y+z. If you take x=y=z=5 you'd better set k=15. Then (xyz)^(1/3)<=15<=x+y+z. Any other values of k you'd like me to address individually? I think you should think about this a little more before posting another question.
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