Let and be positive numbers whose sum is 1, find the minimum value of
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Let's take a LaGrange Multipliers approach here. Taking f ( x , y ) = ( x + x 1 ) 2 + ( y + y 1 ) 2 − 2 1 and g ( x , y ) = x + y = 1 , we compute ∇ f = λ ⋅ ∇ g . This now yields:
2 ( x + x 1 ) ( 1 − x 2 1 ) = λ ; (i)
2 ( y + y 1 ) ( 1 − y 2 1 ) = λ ; (ii)
and equating (i) with (ii) gives:
x 3 x 4 − 1 = y 3 y 4 − 1 ;
or x 4 y 3 − x 3 y 4 = y 3 − x 3 ;
or x 3 y 3 ( x − y ) = − ( x − y ) ( x 2 + x y + y 2 ) ;
or x = y (iii); ( x y ) 3 = − ( x 2 + x y + y 2 ) (iv)
Since (iv) is a contradiction for all x , y ∈ R + we only admit (iii) ⇒ x = y = 2 1 . Taking the Hessian matrix of f yields:
F ( x , y ) = [ f x x f y x f x y f y y ] = [ 1 + x 4 3 0 0 1 + y 4 3 ]
and evaluated at the critical point x = y = 2 1 :
F ( 1 / 2 , 1 / 2 ) = [ 4 9 0 0 4 9 ] = 4 9 ⋅ I 2 x 2 (which is positive-definite and ( 1 / 2 , 1 / 2 ) ⇒ a global minimum over x , y ∈ R + ).
Thus the minimum value computes to f ( 1 / 2 , 1 / 2 ) = 2 ( 2 1 + 2 ) 2 − 2 1 = 1 2 .