Minimum of a Quadratic Function on a Hyperplane

Calculus Level 5

Consider the minimum of

F = i = 1 10 a i x i 2 F = \sum_{i=1}^{10} { a_i x_i^2 }

subject to

i = 1 10 b i x i = c \sum_{i=1}^{10} { b_i x_i } = c

with a i = i a_i = i and b i = i b_i = i and c = 10 c = 10

If the minimum is F F^* , find 100 / F 100 / F^*


The answer is 55.

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1 solution

Otto Bretscher
Jan 18, 2016

By Cauchy-Schwarz we have 1 0 2 = ( i × i x i ) 2 i × i x i 2 = 55 F 10^2=(\sum\sqrt{i}\times\sqrt{i}x_i)^2\leq \sum i\times \sum ix_i^2=55F ; equality is attained when x i = 2 11 x_i=\frac{2}{11} for all i i . Thus F = 100 55 F^*=\frac{100}{55} and the answer is 100 F = 55 \frac{100}{F^*}=\boxed{55}

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