a 1 1 + a 2 1 + ⋯ + a 2 0 2 1 1
If a 1 , a 2 … , a 2 0 2 1 are positive real numbers such that a 1 + a 2 + ⋯ + a 2 0 2 1 = 2 0 2 1 , then find the minimum value of the expression above.
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Let's try Lagrange Multipliers here. Let f ( a 1 , . . . , a 2 0 2 1 ) = Σ k = 1 2 0 2 1 a k 1 and g ( a 1 , . . . , a 2 0 2 1 ) = Σ k = 1 2 0 2 1 a k = 2 0 2 1 . Taking ∇ f = λ ⋅ ∇ g , we obtain the following:
− a 1 2 1 = − a 2 2 1 = . . . = − a 2 0 2 1 2 1 = λ ⇒ a 1 = a 2 = . . . = a 2 0 2 1 .
which after substituting into g yields:
Σ k = 1 2 0 2 1 a 1 = 2 0 2 1 ⇒ 2 0 2 1 a 1 = 2 0 2 1 ⇒ a 1 = 1 .
Taking the Hessian matrix of f :
F ( a 1 , . . . , a 2 0 2 1 ) = ⎣ ⎢ ⎢ ⎢ ⎡ 2 / a 1 3 0 ⋮ 0 0 2 / a 2 3 ⋮ 0 … … ⋱ … 0 0 ⋮ 2 / a 2 0 2 1 3 ⎦ ⎥ ⎥ ⎥ ⎤
at the critical point ( a 1 , . . . , a 2 0 2 1 ) = ( 1 , . . . , 1 ) produces F ( 1 , . . . , 1 ) = 2 ⋅ I 2 0 2 1 x 2 0 2 1 > 0 , which is positive-definite and hence a global minimum. The minimum value for f computes to 2 0 2 1 ⋅ 1 = 2 0 2 1 .
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According to AM-HM ,
a 1 + a 2 + ⋯ + a 2 0 2 1 2 0 2 1 ≤ 2 0 2 1 a 1 1 + a 2 1 + ⋯ + a 2 0 2 1 1 ,
So,
a 1 1 + a 2 1 + ⋯ + a 2 0 2 1 1 ≥ 2 0 2 1 .