Let x , y , z be non-negative numbers such that x + y + z = 1 . Find the maximum value of x y + x z + y z − 3 x y z to 3 decimal places.
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I got this wrong at first. Here is my solution by Lagrange Multipliers: Define the Lagrangian L = x y + x z + y z − 3 x y z − λ ( x + y + z − 1 ) We set the derivatives with respect to each variable to 0: ∂ x ∂ L = y + z − 3 y z − λ = 0 ∂ y ∂ L = x + z − 3 x z − λ = 0 ∂ z ∂ L = x + y − 3 x y − λ = 0 ∂ λ ∂ L = 1 − x − y − z = 0
Then consider the equation y + z − 3 y z − λ = x + z − 3 x z − λ ⇒ y − x = 3 z ( y − x ) ⇒ x = y or z = 0 Similarly, y = z or x = 0 and x = z or y = 0 . This implies that for extremal cases ( x , y , z ) = ( 1 , 0 , 0 ) , ( 0 . 5 , 0 . 5 , 0 ) , ( 1 / 3 , 1 / 3 , 1 / 3 ) . We try all three and (0.5, 0.5, 0) results in the maximum value of 0.25.
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p = x + y + z = 1
x y + y z + z x = q
x y z = r
x y + x z + y z − 3 x y z = q − 3 r
Using the Schur's Inequality we get
p 3 − 4 p q + 9 r ≥ 0
1 − 4 q + 9 r ≥ 0
q − 4 9 r ≤ 4 1
So the maximum value of x y + x z + y z − 3 x y z = 0 . 2 5 .
(The equality will only be true, if one of the variables is 0 , the other two variables are 2 1 .)