Extrema of function - What is λ?

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SUMMARY

The discussion focuses on finding the extrema of the function \( f(x_1, x_2, x_3) = 9x_1 \cdot x_2 \cdot x_3 \) under the constraint \( 2x_1 + x_2 + x_3 = m \) with \( m > 0 \) and \( x_1, x_2, x_3 > 0 \). The optimal values are determined to be \( x_1^{\star}(m) = \frac{m}{6} \), \( x_2^{\star}(m) = \frac{m}{3} \), and \( x_3^{\star}(m) = \frac{m}{3} \), yielding a maximum function value of \( f^{\star}(m) = \frac{m^3}{6} \). The discussion also clarifies that the term \( \lambda \) refers to the Lagrange multiplier used in this optimization problem.

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mathmari
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Hey! :o

We have the function $f(x_1, x_2, x_3)=9x_1\cdot x_2\cdot x_3$ and we want to find possible extremas under the constraint $2x_1+x_2+x_3=m, m>0$ and $x_1, x_2, x_3>0$.

Then I have to calculate $x_1^{\star}(m), x_2^{\star}(m), \lambda^{\star}(m)$. I have done the following:

\begin{equation*}2x_1+x_2+x_3=m \Rightarrow x_3=m-2x_1-x_2\end{equation*}

\begin{equation*}\tilde{f}(x_1, x_2)=9x_1\cdot x_2\cdot (m-2x_1-x_2)=9mx_1\cdot x_2-18x_1^2\cdot x_2-9x_1\cdot x_2^2\end{equation*}

\begin{align*}\tilde{f}_{x_1}=9m x_2-36x_1\cdot x_2-9 x_2^2 \\ \tilde{f}_{x_1x_1}=-36x_1\cdot x_2 \\ \tilde{f}_{x_2}=9mx_1-18x_1^2-18x_1\cdot x_2 \\ \tilde{f}_{x_2x_2}=-18x_1 \\ \tilde{f}_{x_1x_2}=9m -36x_1-18 x_2\end{align*}

\begin{equation*}\tilde{f}_{x_1}=0 \Rightarrow 9m x_2-36x_1\cdot x_2-9 x_2^2=0\Rightarrow x_2=0 \text{ or } x_2=m-4x_1\end{equation*}

\begin{equation*}\tilde{f}_{x_1}=0 \Rightarrow 9m x_2-36x_1\cdot x_2-9 x_2^2=0\Rightarrow x_2=0 \text{ or } x_2=m-4x\end{equation*}

$x_2$ does not satisfy the constraint, so it is rejected, and therefore it must hold $x_2=m-4x_1$. So, then $x_3=m-2x_1-(m-4x_1)=m-2x_1-m+4x_1=2x_1$.

So, we get the function \begin{equation*}g(x_1)=f(x_1, m-4x_1, 2x_1)=9x_1\cdot (m-4x_1)\cdot 2x_1=18x_1^2\cdot (m-4x_1)\end{equation*}

The first derivative is \begin{equation*}g'(x_1)=36x_1\cdot (m-4x_1)+18x_1^2\cdot (-4)=36mx_1-144x_1^2-72x_1^2=36mx_1-216x_1^2\end{equation*}

and the roots are $x_1=0$, that doesn't satisfy the constraint, and $x_1=\frac{m}{6}$. So, the extremum is at the point \begin{align*}(x_1^{\star}(m), x_2^{\star}(m), x_3^{\star}(m)) & =\left (\frac{m}{6}, m-4\frac{m}{6}, 2\frac{m}{6}\right )=\left (\frac{m}{6}, m-\frac{2}{3}m, \frac{1}{3}m\right )=\left (\frac{m}{6}, \frac{m}{3}, \frac{m}{3}\right )\end{align*}
and it is equal to \begin{equation*}f^{\star}(m)=9\cdot \frac{m}{6}\cdot \frac{m}{3}\cdot \frac{m}{3}=\frac{m^3}{6}\end{equation*}

We have that $\tilde{f}_{x_1x_1}\left (\frac{m}{6}, \frac{m}{3}\right )=-36\frac{m}{6}\frac{m}{3}=-2<0$.
So $\tilde{f}$ has a maximum at $\left (\frac{m}{6}, \frac{m}{3}\right )$.

Therefore $f$ has a maximum at $\left (\frac{m}{6}, \frac{m}{3}, \frac{m}{3}\right )$. is eveything correct? (Wondering) What is $\lambda$ ?

I have to show also that $\frac{df^{\star}}{dm}=\lambda (m)$. (Wondering)
 
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Ah we have to use Lagrange multipliers, right? (Wondering)
 
I wondered where "[tex]\lambda[/tex]" came from! There is no "[tex]\lambda[/tex]" in the statement of the problem so if the problem asks you to find it then, yes, it is referring to the Lagrange multiplier method.
 

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