What is the smallest integer n such that there exists n positive reals a i such that a 1 + a 2 + ⋯ + a n = n , and
a 1 2 1 + a 2 2 1 + ⋯ + a n 2 1 < a 1 2 + a 2 2 + ⋯ + a n 2 ?
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For A ( a 1 , a 2 , ⋯ , a n ) = a 1 2 − a 1 2 1 + a 2 2 − a 2 2 1 ⋯ + a n 2 − a n 2 1 to have a positive value, the maximum has to be positive.
This is a constrained optimization problem, with a Lagrangian of L ( a 1 , a 2 , ⋯ , a n ) = a 1 2 − a 1 2 1 + a 2 2 − a 2 2 1 ⋯ + a n 2 − a n 2 1 − λ ⋅ ( a 1 + a 2 + ⋯ + a n − n ) . Setting ∇ L = 0 :
a 1 + a 2 + ⋯ + a n = n
a 1 + a 1 3 1 = a 2 + a 2 3 1 = ⋯ = a n + a n 3 1 = λ
Since the function f ( x ) = x + x 3 1 has 2 x 's, one on either side of 1 , for each value of f > 3 4 3 4 and 0 for f < 3 4 3 4 , we can set a 1 = a > 1 and a 2 = a 3 = ⋯ = a n = n − 1 n − a . (The alternative is a 1 = a 2 = ⋯ = a n = 1 , which is clearly not a solution.)
We can then find the a 's which optimize A 's value for each n , since a + a 3 1 = n − 1 n − a + ( n − a ) 3 ( n − 1 ) 3 has to be true. Numerically solving for each n and evaluating A ( a 1 , a 2 , ⋯ , a n ) , we have A 's maximum reach a positive value for the first time for n = 1 1 , a 1 ≈ 4 . 7 9 2 6 4 , a 2 = a 3 = ⋯ = a n ≈ 0 . 6 2 0 7 3 6 , with A ≈ 0 . 8 2 6 0 8 , making the answer n=11 .