Extreme values of ${x^3 + y^3 + z^3 - 3xyz}$ subject to ${ax + by + cz =1}$ using Lagrange Multipliers












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If ${ax + by + cz =1}$, then show that in general ${x^3 + y^3 + z^3 - 3xyz}$ has two stationary values ${0}$ and $frac{1}{(a^3+b^3+c^3-3abc)}$, of which first is max or min according as ${a+b+c>0}$ or ${< 0}$ but second is not an extreme value. Comment on particular cases when (i) ${a+b+c=0}$, (ii) ${a=b=c}$.




My Attempt:



$${F=f+lambda phi =x^3 + y^3 + z^3 - 3xyz + 3lambda(ax + by + cz-1)}$$
$${frac13F_x = x^2-yz+lambda a = 0}{text{ ...(1)}}$$
$${frac13F_y = y^2-xz+lambda b = 0}{text{ ...(2)}}$$
$${frac13F_z = z^2-xy+lambda c = 0{text{ ...(3)}}}$$
$${(1)x+(2)y+(3)z implies f+lambda (1) = 0 implies lambda = -f}$$



$${(1)+(2)+(3) implies}{x^2+y^2+z^2-xy-yz-zx=(a+b+c)f}$$



$${implies f/(x+y+z)=(a+b+c)f},,$$
then ${f=0}$ or ${x+y+z=1/(a+b+c)}$.



Also, ${(1)-(2) implies x^2-y^2-z(x-y)=f(a-b) implies frac{x-y}{a-b}=ffrac{a+b+c}{x+y+z}}$



Similarly ${(2)-(3)}$ and ${(3)-(1)}$, then we get
${frac{x-y}{a-b}=frac{y-z}{b-c}=frac{z-x}{c-a}=ffrac{a+b+c}{x+y+z}}$



I don't know how to proceed further. I couldn't get the other stationary value of ${f}$. I need help in proceeding further to calculate stationary points and/or stationary values, if at all, my method is correct.










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    6












    $begingroup$



    If ${ax + by + cz =1}$, then show that in general ${x^3 + y^3 + z^3 - 3xyz}$ has two stationary values ${0}$ and $frac{1}{(a^3+b^3+c^3-3abc)}$, of which first is max or min according as ${a+b+c>0}$ or ${< 0}$ but second is not an extreme value. Comment on particular cases when (i) ${a+b+c=0}$, (ii) ${a=b=c}$.




    My Attempt:



    $${F=f+lambda phi =x^3 + y^3 + z^3 - 3xyz + 3lambda(ax + by + cz-1)}$$
    $${frac13F_x = x^2-yz+lambda a = 0}{text{ ...(1)}}$$
    $${frac13F_y = y^2-xz+lambda b = 0}{text{ ...(2)}}$$
    $${frac13F_z = z^2-xy+lambda c = 0{text{ ...(3)}}}$$
    $${(1)x+(2)y+(3)z implies f+lambda (1) = 0 implies lambda = -f}$$



    $${(1)+(2)+(3) implies}{x^2+y^2+z^2-xy-yz-zx=(a+b+c)f}$$



    $${implies f/(x+y+z)=(a+b+c)f},,$$
    then ${f=0}$ or ${x+y+z=1/(a+b+c)}$.



    Also, ${(1)-(2) implies x^2-y^2-z(x-y)=f(a-b) implies frac{x-y}{a-b}=ffrac{a+b+c}{x+y+z}}$



    Similarly ${(2)-(3)}$ and ${(3)-(1)}$, then we get
    ${frac{x-y}{a-b}=frac{y-z}{b-c}=frac{z-x}{c-a}=ffrac{a+b+c}{x+y+z}}$



    I don't know how to proceed further. I couldn't get the other stationary value of ${f}$. I need help in proceeding further to calculate stationary points and/or stationary values, if at all, my method is correct.










    share|cite|improve this question











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      If ${ax + by + cz =1}$, then show that in general ${x^3 + y^3 + z^3 - 3xyz}$ has two stationary values ${0}$ and $frac{1}{(a^3+b^3+c^3-3abc)}$, of which first is max or min according as ${a+b+c>0}$ or ${< 0}$ but second is not an extreme value. Comment on particular cases when (i) ${a+b+c=0}$, (ii) ${a=b=c}$.




      My Attempt:



      $${F=f+lambda phi =x^3 + y^3 + z^3 - 3xyz + 3lambda(ax + by + cz-1)}$$
      $${frac13F_x = x^2-yz+lambda a = 0}{text{ ...(1)}}$$
      $${frac13F_y = y^2-xz+lambda b = 0}{text{ ...(2)}}$$
      $${frac13F_z = z^2-xy+lambda c = 0{text{ ...(3)}}}$$
      $${(1)x+(2)y+(3)z implies f+lambda (1) = 0 implies lambda = -f}$$



      $${(1)+(2)+(3) implies}{x^2+y^2+z^2-xy-yz-zx=(a+b+c)f}$$



      $${implies f/(x+y+z)=(a+b+c)f},,$$
      then ${f=0}$ or ${x+y+z=1/(a+b+c)}$.



      Also, ${(1)-(2) implies x^2-y^2-z(x-y)=f(a-b) implies frac{x-y}{a-b}=ffrac{a+b+c}{x+y+z}}$



      Similarly ${(2)-(3)}$ and ${(3)-(1)}$, then we get
      ${frac{x-y}{a-b}=frac{y-z}{b-c}=frac{z-x}{c-a}=ffrac{a+b+c}{x+y+z}}$



      I don't know how to proceed further. I couldn't get the other stationary value of ${f}$. I need help in proceeding further to calculate stationary points and/or stationary values, if at all, my method is correct.










      share|cite|improve this question











      $endgroup$





      If ${ax + by + cz =1}$, then show that in general ${x^3 + y^3 + z^3 - 3xyz}$ has two stationary values ${0}$ and $frac{1}{(a^3+b^3+c^3-3abc)}$, of which first is max or min according as ${a+b+c>0}$ or ${< 0}$ but second is not an extreme value. Comment on particular cases when (i) ${a+b+c=0}$, (ii) ${a=b=c}$.




      My Attempt:



      $${F=f+lambda phi =x^3 + y^3 + z^3 - 3xyz + 3lambda(ax + by + cz-1)}$$
      $${frac13F_x = x^2-yz+lambda a = 0}{text{ ...(1)}}$$
      $${frac13F_y = y^2-xz+lambda b = 0}{text{ ...(2)}}$$
      $${frac13F_z = z^2-xy+lambda c = 0{text{ ...(3)}}}$$
      $${(1)x+(2)y+(3)z implies f+lambda (1) = 0 implies lambda = -f}$$



      $${(1)+(2)+(3) implies}{x^2+y^2+z^2-xy-yz-zx=(a+b+c)f}$$



      $${implies f/(x+y+z)=(a+b+c)f},,$$
      then ${f=0}$ or ${x+y+z=1/(a+b+c)}$.



      Also, ${(1)-(2) implies x^2-y^2-z(x-y)=f(a-b) implies frac{x-y}{a-b}=ffrac{a+b+c}{x+y+z}}$



      Similarly ${(2)-(3)}$ and ${(3)-(1)}$, then we get
      ${frac{x-y}{a-b}=frac{y-z}{b-c}=frac{z-x}{c-a}=ffrac{a+b+c}{x+y+z}}$



      I don't know how to proceed further. I couldn't get the other stationary value of ${f}$. I need help in proceeding further to calculate stationary points and/or stationary values, if at all, my method is correct.







      multivariable-calculus optimization nonlinear-optimization lagrange-multiplier maxima-minima






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      edited Dec 14 '18 at 18:32







      Akki

















      asked Dec 14 '18 at 10:19









      AkkiAkki

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          3 Answers
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          Here I shall find all critical points without verifying what kind of critical points they are (which seems to be your question). My notations are similar to yours, but a bit different, so I shall work from scratch but my answer borrows a lot of your ideas (great attempt, by the way). However, I do not expect that any optimizing point will be a global one. Therefore, be careful and do not assume that any optimizing point will yield a global optimum.




          For $X,Y,Zinmathbb{R}$, let $$begin{align}F(X,Y,Z)&:=X^3+Y^3+Z^3-3XYZ\&=(X+Y+Z)(X^2+Y^2+Z^2-YZ-ZX-XY)end{align}$$
          and $$G(X,Y,Z):=aX+bY+cZ-1,,$$
          where $a$, $b$, and $c$ are fixed real numbers. The task is as follows:
          $$begin{array}{ll}text{optimize}&F(X,Y,Z) \text{subject to} & X,Y,Zinmathbb{R}\&G(X,Y,Z)=0,.end{array}$$




          We set up the Lagrangian $mathcal{L}(X,Y,Z,Lambda)$ for $X,Y,Z,Lambdainmathbb{R}$ by
          $$mathcal{L}(X,Y,Z,Lambda):=F(X,Y,Z)-3,Lambda,G(X,Y,Z),.$$
          If $(x,y,z)inmathbb{R}^3$ is such that $(X,Y,Z):=(x,y,z)$ is a solution to this optimization problem, then there exists $lambdainmathbb{R}$ for which
          $$frac{partial mathcal{L}}{partial V}(x,y,z,lambda)=0$$
          for all variables $Vin{X,Y,Z,Lambda}$. That is, we have the following equations:
          $$x^2-yz=lambda,a,,tag{1}$$
          $$y^2-zx=lambda,b,,tag{2}$$
          $$z^2-xy=lambda,c,,tag{3}$$
          and
          $$ax+by+cz=1,.tag{4}$$



          We let $f:=F(x,y,z)$. Adding $x$ times (1), $y$ times (2), and $z$ times (3) yields
          $$begin{align}f&=x(x^2-yz)+y(y^2-zx)+z(z^2-xy)=x(lambda,a)+y(lambda,b)+z(lambda,c)\&=lambda,(ax+by+cz)=lambdacdot 1=lambda,,end{align}$$ due to (4). By adding (1), (2), and (3), we obtain
          $$begin{align}
          f&=(x+y+z)(x^2+y^2+z^2-yz-zx-xy)
          \&=(x+y+z)big((x^2-yz)+(y^2-zx)+(z^2-xy)big)
          \&=(x+y+z)big(lambda,a+lambda,b+lambda,c)=(x+y+z)(a+b+c)lambda\&=(x+y+z)(a+b+c)f,.
          end{align}$$

          This means $(x+y+z)(a+b+c)=1$ or $f=0$.





          Case I: $a+b+c=0$. Then, $f=0$ must hold (whence $lambda=f=0$). By adding (1), (2), and (3) together, we obtain
          $$frac{(y-z)^2+(z-x)^2+(x-y)^2}{2}=(x^2-yz)+(y^2-zx)+(z^2-xy)=0,.$$
          Thus, $x=y=z$ must be the case. Ergo,
          $$1=ax+by+cz=ax+bx+cx=(a+b+c)x=0,,$$
          which is a contradiction. Consequently, there does not exist a critical point when $a+b+c=0$.





          Case II: $a+b+cneq 0$ but $f=0$. By adding (1), (2), and (3) together, we conclude, as in Case I, that $x=y=z$. Ergo,
          $$1=ax+by+cz=ax+bx+cx=(a+b+c)xtext{ implies }x=y=z=frac{1}{a+b+c},.$$
          This yields
          $$(f,x,y,z)=left(0,frac1{a+b+c},frac1{a+b+c},frac1{a+b+c}right),.tag{5}$$
          We shall see later that, when $a=b=c$, then this is the only case that yields a critical point.





          Case III: $a+b+cneq 0$ and $fneq 0$. Then, we must have $x+y+z=dfrac1{a+b+c}$. Subtracting (2) from (1) gives us $(x-y)(x+y+z)=lambda(a-b)=f(a-b)$, so that
          $$x-y=(a+b+c)f(a-b),.$$
          Similarly,
          $$y-z=(a+b+c)f(b-c)$$
          and
          $$z-x=(a+b+c)f(c-a),.$$
          Set $k:=(a+b+c)fa-x$. Then, we get
          $$x=(a+b+c)fa-k,,,,y=(a+b+c)fb-k,,text{ and }z=(a+b+c)fc-k,.$$
          As $x+y+z=dfrac1{a+b+c}$, we obtain
          $$(a+b+c)^2f-3k=frac{1}{a+b+c},.$$
          Because $ax+by+cz=1$, we must have
          $$(a+b+c)(a^2+b^2+c^2)f-(a+b+c)k=1,.$$
          This shows that
          $$begin{align}&(a^3+b^3+c^3-3abc)f\&phantom{aaa}=frac{3big((a+b+c)(a^2+b^2+c^2)f-(a+b+c)kbig)-(a+b+c)big((a+b+c)^2f-3kbig)}{2}\&phantom{aaa}=frac{3cdot 1-(a+b+c)cdotleft(frac{1}{a+b+c}right)}{2}=1,.end{align}$$
          Consequently, $a^3+b^3+c^3-3abcneq 0$, implying that $a$, $b$, and $c$ are not all equal, and so
          $$f=frac{1}{a^3+b^3+c^3-3abc},,text{ which leads to }k=frac{bc+ca+ab}{a^3+b^3+c^3-3abc},.$$ Thence,
          $$begin{align}(f,x,y,z)&=Biggl(frac{1}{a^3+b^3+c^3-3abc},frac{a^2-bc}{a^3+b^3+c^3-3abc}\&phantom{aaaaa},frac{b^2-ca}{a^3+b^3+c^3-3abc},frac{c^2-ab}{a^3+b^3+c^3-3abc}Biggr),.end{align}tag{6}$$






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            Isn't there any way to find stationary values of f without having to find the stationary points x, y, z?
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            – Akki
            Dec 15 '18 at 5:35










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            I gave you $x,y,z$ because they might help you verify what kind of critical value $f$ is. You may need to construct the Hessian matrix, which going to need $x$, $y$, and $z$.
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            – Batominovski
            Dec 15 '18 at 5:36






          • 1




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            In my proof, you can see that it is possible to find $f$ without knowing $x,y,z$. In Case II, $x=y=z$ (without knowing that the equal value is $dfrac1{a+b+c}$ yields $f=0$ immediately. In Case III, $f$ is first obtained without having to know $x,y,z$. Anyway, to find out what kind of critical values $f$ is, I think you need to use this: en.wikipedia.org/wiki/Hessian_matrix#Bordered_Hessian.
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            – Batominovski
            Dec 15 '18 at 5:51



















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          This is a proof whether a critical point found in my other answer is a local or global minimum, a local or global maximum, or neither. I have to write a separate answer because MathJax is being a pain when I write a long answer. I refer to notations in my other answer, and this answer is based on here.



          For $X,Y,Z,Lambdainmathbb{R}$, let
          $$mathcal{H}(X,Y,Z,Lambda):=begin{bmatrix}frac{partial^2mathcal{L}}{partial Lambda^2}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partialLambda,partial X}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partialLambda,partial Y}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partialLambda,partial Z}(X,Y,Z,Lambda)\
          frac{partial^2mathcal{L}}{partial X,partial Lambda}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial X^2}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial X,partial Y}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial X,partial Z}(X,Y,Z,Lambda) \
          frac{partial^2mathcal{L}}{partial Y,partial Lambda}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Y,partial X}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Y^2}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Y,partial Z}(X,Y,Z,Lambda)
          \
          frac{partial^2mathcal{L}}{partial Z,partial Lambda}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Z,partial X}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Z,partial Y}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Z^2}(X,Y,Z,Lambda)
          end{bmatrix},,$$

          which is the bordered Hessian matrix of the Lagrangian $mathcal{L}(X,Y,Z,Lambda)$. That is,
          $$mathcal{H}(X,Y,Z,Lambda)=3,begin{bmatrix}
          0 & -a & -b & -c
          \
          -a & 2X & -Z & -Y
          \
          -b & -Z & 2Y & -X
          \
          -c & -Y & -X & 2Z
          end{bmatrix},,$$

          for all $X,Y,Z,Lambdainmathbb{R}$. We shall write $H:=mathcal{H}(x,y,z,lambda)=mathcal{H}(x,y,z,f)$. Recall that $a+b+cneq 0$ for $(f,x,y,z)$ to exist. For an $n$-by-$n$ matrix $X$ and $min{1,2,ldots,n}$, write $X_m$ for the principal minor of $X$ which is the $m$-by-$m$ matrix consisting of the truncated first $m$ rows and $m$ columns of $X$.



          In the case $(f,x,y,z)$ is given by (5) in my previous answer, then
          $$H=frac{3}{a+b+c},begin{bmatrix} 0 & -a(a+b+c) & -b(a+b+c) & -c(a+b+c)\
          -a(a+b+c) & 2 & -1 & -1 \
          -b(a+b+c) & -1 & 2 & -1 \
          -c(a+b+c) & -1 & -1 &2
          end{bmatrix},.$$

          Then, $$det(H_3)=-dfrac{54(a^2+ab+b^2)}{a+b+c}text{ and }det(H_4)=det(H)=-243,.$$ Without loss of generality, we may permute $a$, $b$, and $c$ so that $aneq 0$. On one hand, if $a+b+c>0$, then $det(H_3)$ and $det(H_4)$ are both negative, so $f$ is a local minimum value corresponding to locally minimizing point $(x,y,z)$. On the other hand, if $a+b+c<0$, then $det(H_3)>0$ and $det(H_4)<0$, so $f$ is a local maximum value corresponding to the locally maximizing point $(x,y,z)$.



          In the case that $(f,x,y,z)$ is given by (6) in my previous answer (whence $a$, $b$, and $c$ are not all equal), we get
          $$H=frac{3}{s},begin{bmatrix} 0 & -sa & -sb & -sc \
          -sa & 2(a^2-bc) & -(c^2-ab) & -(b^2-ca) \
          -sb & -(c^2-ab) & 2(b^2-ca) & -(a^2-bc) \
          -sc & -(b^2-ca) & -(a^2-bc) & 2(c^2-ab)
          end{bmatrix},,$$

          where $s:=a^3+b^3+c^3-3abc$. Then, $$det(H_3)=-dfrac{54(a^2-bc)(b^2-ca)}{s}text{ and }det(H_4)=det(H)=81>0,.$$ Hence, $f$ is not a local optimum value, as $(x,y,z)$ is a saddle point.



          Note that $f$ is never a global optimum if $a$, $b$, and $c$ are not all equal. This is because we may assume without loss of generality that $a+bneq 2c$ and so, for any $tinmathbb{R}$, there exists $(u_t,v_t,w_t)inmathbb{R}^3$ such that $au_t+bv_t+cw_t=1$, $u_t+v_t+w_t=t$, and $u_t-v_t=t$. Therefore,
          $$F(u_t,v_t,w_t)=(u_t+v_t+w_t)left(frac{(v_t-w_t)^2+(w_t-u_t)^2+(u_t-v_t)^2}{2}right)$$
          implies that
          $$F(u_t,v_t,w_t)geq frac{t^3}{2}text{ if }t>0$$
          and
          $$F(u_t,v_t,w_t)leq frac{t^3}{2}text{ if }t<0,.$$
          Ergo, $F$ is unbounded both from above and below on the solution set of $G=0$.



          However, if $a=b=c$, then $G(X,Y,Z)=0$ implies $X+Y+Z=dfrac1a$. Consequently,
          $$F(X,Y,Z)=dfrac1a,left(frac{(Y-Z)^2+(Z-X)^2+(X-Y)^2}{2}right),.$$
          Thus, $$F(X,Y,Z)geq 0text{ when }a>0,,$$ implying that $f=0$ is the global minimum value on the solution set of $G=0$, and the globally minimizing point is $(x,y,z)=left(dfrac1{3a},dfrac1{3a},dfrac1{3a}right)$. Finally, $$F(X,Y,Z)leq 0text{ when }a<0,,$$ and so $f=0$ is the global maximum value of $F$ on the solution set of $G=0$, where the globally maximizing point is $(x,y,z)=left(dfrac1{3a},dfrac1{3a},dfrac1{3a}right)$.






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            Without Lagrange Multipliers.



            Making the change of variables $y = lambda x, z = mu x$ and substituting we get



            $$
            minmax x^3(1+lambda^3+mu^3-3lambdamu) mbox{s. t. } x(a+lambda b+mu c) = 1
            $$



            or equivalently



            $$
            minmax f(lambda,mu) = frac{1+lambda^3+mu^3-3lambdamu}{(a+lambda b+mu c)^3}
            $$



            whose stationary points are solved by



            $$
            left{
            begin{array}{rcl}
            left(lambda ^2-mu right) (a+c mu )-b left(mu ^3-2 lambda mu +1right)& = & 0 \
            c left(lambda ^3-2 mu lambda +1right)+(a+b lambda ) left(lambda -mu ^2right) & = & 0 \
            end{array}
            right.
            $$



            giving the points



            $$
            begin{array}{ccc}
            lambda & mu & f(lambda,mu)\
            1 & 1 & 0 \
            frac{b^2-a c}{a^2-b c} & frac{c^2-a b}{a^2-b c} & frac{1}{a^3+b^3+c^3-3 a b c} \
            end{array}
            $$






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              3 Answers
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              $begingroup$

              Here I shall find all critical points without verifying what kind of critical points they are (which seems to be your question). My notations are similar to yours, but a bit different, so I shall work from scratch but my answer borrows a lot of your ideas (great attempt, by the way). However, I do not expect that any optimizing point will be a global one. Therefore, be careful and do not assume that any optimizing point will yield a global optimum.




              For $X,Y,Zinmathbb{R}$, let $$begin{align}F(X,Y,Z)&:=X^3+Y^3+Z^3-3XYZ\&=(X+Y+Z)(X^2+Y^2+Z^2-YZ-ZX-XY)end{align}$$
              and $$G(X,Y,Z):=aX+bY+cZ-1,,$$
              where $a$, $b$, and $c$ are fixed real numbers. The task is as follows:
              $$begin{array}{ll}text{optimize}&F(X,Y,Z) \text{subject to} & X,Y,Zinmathbb{R}\&G(X,Y,Z)=0,.end{array}$$




              We set up the Lagrangian $mathcal{L}(X,Y,Z,Lambda)$ for $X,Y,Z,Lambdainmathbb{R}$ by
              $$mathcal{L}(X,Y,Z,Lambda):=F(X,Y,Z)-3,Lambda,G(X,Y,Z),.$$
              If $(x,y,z)inmathbb{R}^3$ is such that $(X,Y,Z):=(x,y,z)$ is a solution to this optimization problem, then there exists $lambdainmathbb{R}$ for which
              $$frac{partial mathcal{L}}{partial V}(x,y,z,lambda)=0$$
              for all variables $Vin{X,Y,Z,Lambda}$. That is, we have the following equations:
              $$x^2-yz=lambda,a,,tag{1}$$
              $$y^2-zx=lambda,b,,tag{2}$$
              $$z^2-xy=lambda,c,,tag{3}$$
              and
              $$ax+by+cz=1,.tag{4}$$



              We let $f:=F(x,y,z)$. Adding $x$ times (1), $y$ times (2), and $z$ times (3) yields
              $$begin{align}f&=x(x^2-yz)+y(y^2-zx)+z(z^2-xy)=x(lambda,a)+y(lambda,b)+z(lambda,c)\&=lambda,(ax+by+cz)=lambdacdot 1=lambda,,end{align}$$ due to (4). By adding (1), (2), and (3), we obtain
              $$begin{align}
              f&=(x+y+z)(x^2+y^2+z^2-yz-zx-xy)
              \&=(x+y+z)big((x^2-yz)+(y^2-zx)+(z^2-xy)big)
              \&=(x+y+z)big(lambda,a+lambda,b+lambda,c)=(x+y+z)(a+b+c)lambda\&=(x+y+z)(a+b+c)f,.
              end{align}$$

              This means $(x+y+z)(a+b+c)=1$ or $f=0$.





              Case I: $a+b+c=0$. Then, $f=0$ must hold (whence $lambda=f=0$). By adding (1), (2), and (3) together, we obtain
              $$frac{(y-z)^2+(z-x)^2+(x-y)^2}{2}=(x^2-yz)+(y^2-zx)+(z^2-xy)=0,.$$
              Thus, $x=y=z$ must be the case. Ergo,
              $$1=ax+by+cz=ax+bx+cx=(a+b+c)x=0,,$$
              which is a contradiction. Consequently, there does not exist a critical point when $a+b+c=0$.





              Case II: $a+b+cneq 0$ but $f=0$. By adding (1), (2), and (3) together, we conclude, as in Case I, that $x=y=z$. Ergo,
              $$1=ax+by+cz=ax+bx+cx=(a+b+c)xtext{ implies }x=y=z=frac{1}{a+b+c},.$$
              This yields
              $$(f,x,y,z)=left(0,frac1{a+b+c},frac1{a+b+c},frac1{a+b+c}right),.tag{5}$$
              We shall see later that, when $a=b=c$, then this is the only case that yields a critical point.





              Case III: $a+b+cneq 0$ and $fneq 0$. Then, we must have $x+y+z=dfrac1{a+b+c}$. Subtracting (2) from (1) gives us $(x-y)(x+y+z)=lambda(a-b)=f(a-b)$, so that
              $$x-y=(a+b+c)f(a-b),.$$
              Similarly,
              $$y-z=(a+b+c)f(b-c)$$
              and
              $$z-x=(a+b+c)f(c-a),.$$
              Set $k:=(a+b+c)fa-x$. Then, we get
              $$x=(a+b+c)fa-k,,,,y=(a+b+c)fb-k,,text{ and }z=(a+b+c)fc-k,.$$
              As $x+y+z=dfrac1{a+b+c}$, we obtain
              $$(a+b+c)^2f-3k=frac{1}{a+b+c},.$$
              Because $ax+by+cz=1$, we must have
              $$(a+b+c)(a^2+b^2+c^2)f-(a+b+c)k=1,.$$
              This shows that
              $$begin{align}&(a^3+b^3+c^3-3abc)f\&phantom{aaa}=frac{3big((a+b+c)(a^2+b^2+c^2)f-(a+b+c)kbig)-(a+b+c)big((a+b+c)^2f-3kbig)}{2}\&phantom{aaa}=frac{3cdot 1-(a+b+c)cdotleft(frac{1}{a+b+c}right)}{2}=1,.end{align}$$
              Consequently, $a^3+b^3+c^3-3abcneq 0$, implying that $a$, $b$, and $c$ are not all equal, and so
              $$f=frac{1}{a^3+b^3+c^3-3abc},,text{ which leads to }k=frac{bc+ca+ab}{a^3+b^3+c^3-3abc},.$$ Thence,
              $$begin{align}(f,x,y,z)&=Biggl(frac{1}{a^3+b^3+c^3-3abc},frac{a^2-bc}{a^3+b^3+c^3-3abc}\&phantom{aaaaa},frac{b^2-ca}{a^3+b^3+c^3-3abc},frac{c^2-ab}{a^3+b^3+c^3-3abc}Biggr),.end{align}tag{6}$$






              share|cite|improve this answer











              $endgroup$













              • $begingroup$
                Isn't there any way to find stationary values of f without having to find the stationary points x, y, z?
                $endgroup$
                – Akki
                Dec 15 '18 at 5:35










              • $begingroup$
                I gave you $x,y,z$ because they might help you verify what kind of critical value $f$ is. You may need to construct the Hessian matrix, which going to need $x$, $y$, and $z$.
                $endgroup$
                – Batominovski
                Dec 15 '18 at 5:36






              • 1




                $begingroup$
                In my proof, you can see that it is possible to find $f$ without knowing $x,y,z$. In Case II, $x=y=z$ (without knowing that the equal value is $dfrac1{a+b+c}$ yields $f=0$ immediately. In Case III, $f$ is first obtained without having to know $x,y,z$. Anyway, to find out what kind of critical values $f$ is, I think you need to use this: en.wikipedia.org/wiki/Hessian_matrix#Bordered_Hessian.
                $endgroup$
                – Batominovski
                Dec 15 '18 at 5:51
















              2












              $begingroup$

              Here I shall find all critical points without verifying what kind of critical points they are (which seems to be your question). My notations are similar to yours, but a bit different, so I shall work from scratch but my answer borrows a lot of your ideas (great attempt, by the way). However, I do not expect that any optimizing point will be a global one. Therefore, be careful and do not assume that any optimizing point will yield a global optimum.




              For $X,Y,Zinmathbb{R}$, let $$begin{align}F(X,Y,Z)&:=X^3+Y^3+Z^3-3XYZ\&=(X+Y+Z)(X^2+Y^2+Z^2-YZ-ZX-XY)end{align}$$
              and $$G(X,Y,Z):=aX+bY+cZ-1,,$$
              where $a$, $b$, and $c$ are fixed real numbers. The task is as follows:
              $$begin{array}{ll}text{optimize}&F(X,Y,Z) \text{subject to} & X,Y,Zinmathbb{R}\&G(X,Y,Z)=0,.end{array}$$




              We set up the Lagrangian $mathcal{L}(X,Y,Z,Lambda)$ for $X,Y,Z,Lambdainmathbb{R}$ by
              $$mathcal{L}(X,Y,Z,Lambda):=F(X,Y,Z)-3,Lambda,G(X,Y,Z),.$$
              If $(x,y,z)inmathbb{R}^3$ is such that $(X,Y,Z):=(x,y,z)$ is a solution to this optimization problem, then there exists $lambdainmathbb{R}$ for which
              $$frac{partial mathcal{L}}{partial V}(x,y,z,lambda)=0$$
              for all variables $Vin{X,Y,Z,Lambda}$. That is, we have the following equations:
              $$x^2-yz=lambda,a,,tag{1}$$
              $$y^2-zx=lambda,b,,tag{2}$$
              $$z^2-xy=lambda,c,,tag{3}$$
              and
              $$ax+by+cz=1,.tag{4}$$



              We let $f:=F(x,y,z)$. Adding $x$ times (1), $y$ times (2), and $z$ times (3) yields
              $$begin{align}f&=x(x^2-yz)+y(y^2-zx)+z(z^2-xy)=x(lambda,a)+y(lambda,b)+z(lambda,c)\&=lambda,(ax+by+cz)=lambdacdot 1=lambda,,end{align}$$ due to (4). By adding (1), (2), and (3), we obtain
              $$begin{align}
              f&=(x+y+z)(x^2+y^2+z^2-yz-zx-xy)
              \&=(x+y+z)big((x^2-yz)+(y^2-zx)+(z^2-xy)big)
              \&=(x+y+z)big(lambda,a+lambda,b+lambda,c)=(x+y+z)(a+b+c)lambda\&=(x+y+z)(a+b+c)f,.
              end{align}$$

              This means $(x+y+z)(a+b+c)=1$ or $f=0$.





              Case I: $a+b+c=0$. Then, $f=0$ must hold (whence $lambda=f=0$). By adding (1), (2), and (3) together, we obtain
              $$frac{(y-z)^2+(z-x)^2+(x-y)^2}{2}=(x^2-yz)+(y^2-zx)+(z^2-xy)=0,.$$
              Thus, $x=y=z$ must be the case. Ergo,
              $$1=ax+by+cz=ax+bx+cx=(a+b+c)x=0,,$$
              which is a contradiction. Consequently, there does not exist a critical point when $a+b+c=0$.





              Case II: $a+b+cneq 0$ but $f=0$. By adding (1), (2), and (3) together, we conclude, as in Case I, that $x=y=z$. Ergo,
              $$1=ax+by+cz=ax+bx+cx=(a+b+c)xtext{ implies }x=y=z=frac{1}{a+b+c},.$$
              This yields
              $$(f,x,y,z)=left(0,frac1{a+b+c},frac1{a+b+c},frac1{a+b+c}right),.tag{5}$$
              We shall see later that, when $a=b=c$, then this is the only case that yields a critical point.





              Case III: $a+b+cneq 0$ and $fneq 0$. Then, we must have $x+y+z=dfrac1{a+b+c}$. Subtracting (2) from (1) gives us $(x-y)(x+y+z)=lambda(a-b)=f(a-b)$, so that
              $$x-y=(a+b+c)f(a-b),.$$
              Similarly,
              $$y-z=(a+b+c)f(b-c)$$
              and
              $$z-x=(a+b+c)f(c-a),.$$
              Set $k:=(a+b+c)fa-x$. Then, we get
              $$x=(a+b+c)fa-k,,,,y=(a+b+c)fb-k,,text{ and }z=(a+b+c)fc-k,.$$
              As $x+y+z=dfrac1{a+b+c}$, we obtain
              $$(a+b+c)^2f-3k=frac{1}{a+b+c},.$$
              Because $ax+by+cz=1$, we must have
              $$(a+b+c)(a^2+b^2+c^2)f-(a+b+c)k=1,.$$
              This shows that
              $$begin{align}&(a^3+b^3+c^3-3abc)f\&phantom{aaa}=frac{3big((a+b+c)(a^2+b^2+c^2)f-(a+b+c)kbig)-(a+b+c)big((a+b+c)^2f-3kbig)}{2}\&phantom{aaa}=frac{3cdot 1-(a+b+c)cdotleft(frac{1}{a+b+c}right)}{2}=1,.end{align}$$
              Consequently, $a^3+b^3+c^3-3abcneq 0$, implying that $a$, $b$, and $c$ are not all equal, and so
              $$f=frac{1}{a^3+b^3+c^3-3abc},,text{ which leads to }k=frac{bc+ca+ab}{a^3+b^3+c^3-3abc},.$$ Thence,
              $$begin{align}(f,x,y,z)&=Biggl(frac{1}{a^3+b^3+c^3-3abc},frac{a^2-bc}{a^3+b^3+c^3-3abc}\&phantom{aaaaa},frac{b^2-ca}{a^3+b^3+c^3-3abc},frac{c^2-ab}{a^3+b^3+c^3-3abc}Biggr),.end{align}tag{6}$$






              share|cite|improve this answer











              $endgroup$













              • $begingroup$
                Isn't there any way to find stationary values of f without having to find the stationary points x, y, z?
                $endgroup$
                – Akki
                Dec 15 '18 at 5:35










              • $begingroup$
                I gave you $x,y,z$ because they might help you verify what kind of critical value $f$ is. You may need to construct the Hessian matrix, which going to need $x$, $y$, and $z$.
                $endgroup$
                – Batominovski
                Dec 15 '18 at 5:36






              • 1




                $begingroup$
                In my proof, you can see that it is possible to find $f$ without knowing $x,y,z$. In Case II, $x=y=z$ (without knowing that the equal value is $dfrac1{a+b+c}$ yields $f=0$ immediately. In Case III, $f$ is first obtained without having to know $x,y,z$. Anyway, to find out what kind of critical values $f$ is, I think you need to use this: en.wikipedia.org/wiki/Hessian_matrix#Bordered_Hessian.
                $endgroup$
                – Batominovski
                Dec 15 '18 at 5:51














              2












              2








              2





              $begingroup$

              Here I shall find all critical points without verifying what kind of critical points they are (which seems to be your question). My notations are similar to yours, but a bit different, so I shall work from scratch but my answer borrows a lot of your ideas (great attempt, by the way). However, I do not expect that any optimizing point will be a global one. Therefore, be careful and do not assume that any optimizing point will yield a global optimum.




              For $X,Y,Zinmathbb{R}$, let $$begin{align}F(X,Y,Z)&:=X^3+Y^3+Z^3-3XYZ\&=(X+Y+Z)(X^2+Y^2+Z^2-YZ-ZX-XY)end{align}$$
              and $$G(X,Y,Z):=aX+bY+cZ-1,,$$
              where $a$, $b$, and $c$ are fixed real numbers. The task is as follows:
              $$begin{array}{ll}text{optimize}&F(X,Y,Z) \text{subject to} & X,Y,Zinmathbb{R}\&G(X,Y,Z)=0,.end{array}$$




              We set up the Lagrangian $mathcal{L}(X,Y,Z,Lambda)$ for $X,Y,Z,Lambdainmathbb{R}$ by
              $$mathcal{L}(X,Y,Z,Lambda):=F(X,Y,Z)-3,Lambda,G(X,Y,Z),.$$
              If $(x,y,z)inmathbb{R}^3$ is such that $(X,Y,Z):=(x,y,z)$ is a solution to this optimization problem, then there exists $lambdainmathbb{R}$ for which
              $$frac{partial mathcal{L}}{partial V}(x,y,z,lambda)=0$$
              for all variables $Vin{X,Y,Z,Lambda}$. That is, we have the following equations:
              $$x^2-yz=lambda,a,,tag{1}$$
              $$y^2-zx=lambda,b,,tag{2}$$
              $$z^2-xy=lambda,c,,tag{3}$$
              and
              $$ax+by+cz=1,.tag{4}$$



              We let $f:=F(x,y,z)$. Adding $x$ times (1), $y$ times (2), and $z$ times (3) yields
              $$begin{align}f&=x(x^2-yz)+y(y^2-zx)+z(z^2-xy)=x(lambda,a)+y(lambda,b)+z(lambda,c)\&=lambda,(ax+by+cz)=lambdacdot 1=lambda,,end{align}$$ due to (4). By adding (1), (2), and (3), we obtain
              $$begin{align}
              f&=(x+y+z)(x^2+y^2+z^2-yz-zx-xy)
              \&=(x+y+z)big((x^2-yz)+(y^2-zx)+(z^2-xy)big)
              \&=(x+y+z)big(lambda,a+lambda,b+lambda,c)=(x+y+z)(a+b+c)lambda\&=(x+y+z)(a+b+c)f,.
              end{align}$$

              This means $(x+y+z)(a+b+c)=1$ or $f=0$.





              Case I: $a+b+c=0$. Then, $f=0$ must hold (whence $lambda=f=0$). By adding (1), (2), and (3) together, we obtain
              $$frac{(y-z)^2+(z-x)^2+(x-y)^2}{2}=(x^2-yz)+(y^2-zx)+(z^2-xy)=0,.$$
              Thus, $x=y=z$ must be the case. Ergo,
              $$1=ax+by+cz=ax+bx+cx=(a+b+c)x=0,,$$
              which is a contradiction. Consequently, there does not exist a critical point when $a+b+c=0$.





              Case II: $a+b+cneq 0$ but $f=0$. By adding (1), (2), and (3) together, we conclude, as in Case I, that $x=y=z$. Ergo,
              $$1=ax+by+cz=ax+bx+cx=(a+b+c)xtext{ implies }x=y=z=frac{1}{a+b+c},.$$
              This yields
              $$(f,x,y,z)=left(0,frac1{a+b+c},frac1{a+b+c},frac1{a+b+c}right),.tag{5}$$
              We shall see later that, when $a=b=c$, then this is the only case that yields a critical point.





              Case III: $a+b+cneq 0$ and $fneq 0$. Then, we must have $x+y+z=dfrac1{a+b+c}$. Subtracting (2) from (1) gives us $(x-y)(x+y+z)=lambda(a-b)=f(a-b)$, so that
              $$x-y=(a+b+c)f(a-b),.$$
              Similarly,
              $$y-z=(a+b+c)f(b-c)$$
              and
              $$z-x=(a+b+c)f(c-a),.$$
              Set $k:=(a+b+c)fa-x$. Then, we get
              $$x=(a+b+c)fa-k,,,,y=(a+b+c)fb-k,,text{ and }z=(a+b+c)fc-k,.$$
              As $x+y+z=dfrac1{a+b+c}$, we obtain
              $$(a+b+c)^2f-3k=frac{1}{a+b+c},.$$
              Because $ax+by+cz=1$, we must have
              $$(a+b+c)(a^2+b^2+c^2)f-(a+b+c)k=1,.$$
              This shows that
              $$begin{align}&(a^3+b^3+c^3-3abc)f\&phantom{aaa}=frac{3big((a+b+c)(a^2+b^2+c^2)f-(a+b+c)kbig)-(a+b+c)big((a+b+c)^2f-3kbig)}{2}\&phantom{aaa}=frac{3cdot 1-(a+b+c)cdotleft(frac{1}{a+b+c}right)}{2}=1,.end{align}$$
              Consequently, $a^3+b^3+c^3-3abcneq 0$, implying that $a$, $b$, and $c$ are not all equal, and so
              $$f=frac{1}{a^3+b^3+c^3-3abc},,text{ which leads to }k=frac{bc+ca+ab}{a^3+b^3+c^3-3abc},.$$ Thence,
              $$begin{align}(f,x,y,z)&=Biggl(frac{1}{a^3+b^3+c^3-3abc},frac{a^2-bc}{a^3+b^3+c^3-3abc}\&phantom{aaaaa},frac{b^2-ca}{a^3+b^3+c^3-3abc},frac{c^2-ab}{a^3+b^3+c^3-3abc}Biggr),.end{align}tag{6}$$






              share|cite|improve this answer











              $endgroup$



              Here I shall find all critical points without verifying what kind of critical points they are (which seems to be your question). My notations are similar to yours, but a bit different, so I shall work from scratch but my answer borrows a lot of your ideas (great attempt, by the way). However, I do not expect that any optimizing point will be a global one. Therefore, be careful and do not assume that any optimizing point will yield a global optimum.




              For $X,Y,Zinmathbb{R}$, let $$begin{align}F(X,Y,Z)&:=X^3+Y^3+Z^3-3XYZ\&=(X+Y+Z)(X^2+Y^2+Z^2-YZ-ZX-XY)end{align}$$
              and $$G(X,Y,Z):=aX+bY+cZ-1,,$$
              where $a$, $b$, and $c$ are fixed real numbers. The task is as follows:
              $$begin{array}{ll}text{optimize}&F(X,Y,Z) \text{subject to} & X,Y,Zinmathbb{R}\&G(X,Y,Z)=0,.end{array}$$




              We set up the Lagrangian $mathcal{L}(X,Y,Z,Lambda)$ for $X,Y,Z,Lambdainmathbb{R}$ by
              $$mathcal{L}(X,Y,Z,Lambda):=F(X,Y,Z)-3,Lambda,G(X,Y,Z),.$$
              If $(x,y,z)inmathbb{R}^3$ is such that $(X,Y,Z):=(x,y,z)$ is a solution to this optimization problem, then there exists $lambdainmathbb{R}$ for which
              $$frac{partial mathcal{L}}{partial V}(x,y,z,lambda)=0$$
              for all variables $Vin{X,Y,Z,Lambda}$. That is, we have the following equations:
              $$x^2-yz=lambda,a,,tag{1}$$
              $$y^2-zx=lambda,b,,tag{2}$$
              $$z^2-xy=lambda,c,,tag{3}$$
              and
              $$ax+by+cz=1,.tag{4}$$



              We let $f:=F(x,y,z)$. Adding $x$ times (1), $y$ times (2), and $z$ times (3) yields
              $$begin{align}f&=x(x^2-yz)+y(y^2-zx)+z(z^2-xy)=x(lambda,a)+y(lambda,b)+z(lambda,c)\&=lambda,(ax+by+cz)=lambdacdot 1=lambda,,end{align}$$ due to (4). By adding (1), (2), and (3), we obtain
              $$begin{align}
              f&=(x+y+z)(x^2+y^2+z^2-yz-zx-xy)
              \&=(x+y+z)big((x^2-yz)+(y^2-zx)+(z^2-xy)big)
              \&=(x+y+z)big(lambda,a+lambda,b+lambda,c)=(x+y+z)(a+b+c)lambda\&=(x+y+z)(a+b+c)f,.
              end{align}$$

              This means $(x+y+z)(a+b+c)=1$ or $f=0$.





              Case I: $a+b+c=0$. Then, $f=0$ must hold (whence $lambda=f=0$). By adding (1), (2), and (3) together, we obtain
              $$frac{(y-z)^2+(z-x)^2+(x-y)^2}{2}=(x^2-yz)+(y^2-zx)+(z^2-xy)=0,.$$
              Thus, $x=y=z$ must be the case. Ergo,
              $$1=ax+by+cz=ax+bx+cx=(a+b+c)x=0,,$$
              which is a contradiction. Consequently, there does not exist a critical point when $a+b+c=0$.





              Case II: $a+b+cneq 0$ but $f=0$. By adding (1), (2), and (3) together, we conclude, as in Case I, that $x=y=z$. Ergo,
              $$1=ax+by+cz=ax+bx+cx=(a+b+c)xtext{ implies }x=y=z=frac{1}{a+b+c},.$$
              This yields
              $$(f,x,y,z)=left(0,frac1{a+b+c},frac1{a+b+c},frac1{a+b+c}right),.tag{5}$$
              We shall see later that, when $a=b=c$, then this is the only case that yields a critical point.





              Case III: $a+b+cneq 0$ and $fneq 0$. Then, we must have $x+y+z=dfrac1{a+b+c}$. Subtracting (2) from (1) gives us $(x-y)(x+y+z)=lambda(a-b)=f(a-b)$, so that
              $$x-y=(a+b+c)f(a-b),.$$
              Similarly,
              $$y-z=(a+b+c)f(b-c)$$
              and
              $$z-x=(a+b+c)f(c-a),.$$
              Set $k:=(a+b+c)fa-x$. Then, we get
              $$x=(a+b+c)fa-k,,,,y=(a+b+c)fb-k,,text{ and }z=(a+b+c)fc-k,.$$
              As $x+y+z=dfrac1{a+b+c}$, we obtain
              $$(a+b+c)^2f-3k=frac{1}{a+b+c},.$$
              Because $ax+by+cz=1$, we must have
              $$(a+b+c)(a^2+b^2+c^2)f-(a+b+c)k=1,.$$
              This shows that
              $$begin{align}&(a^3+b^3+c^3-3abc)f\&phantom{aaa}=frac{3big((a+b+c)(a^2+b^2+c^2)f-(a+b+c)kbig)-(a+b+c)big((a+b+c)^2f-3kbig)}{2}\&phantom{aaa}=frac{3cdot 1-(a+b+c)cdotleft(frac{1}{a+b+c}right)}{2}=1,.end{align}$$
              Consequently, $a^3+b^3+c^3-3abcneq 0$, implying that $a$, $b$, and $c$ are not all equal, and so
              $$f=frac{1}{a^3+b^3+c^3-3abc},,text{ which leads to }k=frac{bc+ca+ab}{a^3+b^3+c^3-3abc},.$$ Thence,
              $$begin{align}(f,x,y,z)&=Biggl(frac{1}{a^3+b^3+c^3-3abc},frac{a^2-bc}{a^3+b^3+c^3-3abc}\&phantom{aaaaa},frac{b^2-ca}{a^3+b^3+c^3-3abc},frac{c^2-ab}{a^3+b^3+c^3-3abc}Biggr),.end{align}tag{6}$$







              share|cite|improve this answer














              share|cite|improve this answer



              share|cite|improve this answer








              edited Dec 15 '18 at 7:06

























              answered Dec 14 '18 at 20:10









              BatominovskiBatominovski

              33.1k33293




              33.1k33293












              • $begingroup$
                Isn't there any way to find stationary values of f without having to find the stationary points x, y, z?
                $endgroup$
                – Akki
                Dec 15 '18 at 5:35










              • $begingroup$
                I gave you $x,y,z$ because they might help you verify what kind of critical value $f$ is. You may need to construct the Hessian matrix, which going to need $x$, $y$, and $z$.
                $endgroup$
                – Batominovski
                Dec 15 '18 at 5:36






              • 1




                $begingroup$
                In my proof, you can see that it is possible to find $f$ without knowing $x,y,z$. In Case II, $x=y=z$ (without knowing that the equal value is $dfrac1{a+b+c}$ yields $f=0$ immediately. In Case III, $f$ is first obtained without having to know $x,y,z$. Anyway, to find out what kind of critical values $f$ is, I think you need to use this: en.wikipedia.org/wiki/Hessian_matrix#Bordered_Hessian.
                $endgroup$
                – Batominovski
                Dec 15 '18 at 5:51


















              • $begingroup$
                Isn't there any way to find stationary values of f without having to find the stationary points x, y, z?
                $endgroup$
                – Akki
                Dec 15 '18 at 5:35










              • $begingroup$
                I gave you $x,y,z$ because they might help you verify what kind of critical value $f$ is. You may need to construct the Hessian matrix, which going to need $x$, $y$, and $z$.
                $endgroup$
                – Batominovski
                Dec 15 '18 at 5:36






              • 1




                $begingroup$
                In my proof, you can see that it is possible to find $f$ without knowing $x,y,z$. In Case II, $x=y=z$ (without knowing that the equal value is $dfrac1{a+b+c}$ yields $f=0$ immediately. In Case III, $f$ is first obtained without having to know $x,y,z$. Anyway, to find out what kind of critical values $f$ is, I think you need to use this: en.wikipedia.org/wiki/Hessian_matrix#Bordered_Hessian.
                $endgroup$
                – Batominovski
                Dec 15 '18 at 5:51
















              $begingroup$
              Isn't there any way to find stationary values of f without having to find the stationary points x, y, z?
              $endgroup$
              – Akki
              Dec 15 '18 at 5:35




              $begingroup$
              Isn't there any way to find stationary values of f without having to find the stationary points x, y, z?
              $endgroup$
              – Akki
              Dec 15 '18 at 5:35












              $begingroup$
              I gave you $x,y,z$ because they might help you verify what kind of critical value $f$ is. You may need to construct the Hessian matrix, which going to need $x$, $y$, and $z$.
              $endgroup$
              – Batominovski
              Dec 15 '18 at 5:36




              $begingroup$
              I gave you $x,y,z$ because they might help you verify what kind of critical value $f$ is. You may need to construct the Hessian matrix, which going to need $x$, $y$, and $z$.
              $endgroup$
              – Batominovski
              Dec 15 '18 at 5:36




              1




              1




              $begingroup$
              In my proof, you can see that it is possible to find $f$ without knowing $x,y,z$. In Case II, $x=y=z$ (without knowing that the equal value is $dfrac1{a+b+c}$ yields $f=0$ immediately. In Case III, $f$ is first obtained without having to know $x,y,z$. Anyway, to find out what kind of critical values $f$ is, I think you need to use this: en.wikipedia.org/wiki/Hessian_matrix#Bordered_Hessian.
              $endgroup$
              – Batominovski
              Dec 15 '18 at 5:51




              $begingroup$
              In my proof, you can see that it is possible to find $f$ without knowing $x,y,z$. In Case II, $x=y=z$ (without knowing that the equal value is $dfrac1{a+b+c}$ yields $f=0$ immediately. In Case III, $f$ is first obtained without having to know $x,y,z$. Anyway, to find out what kind of critical values $f$ is, I think you need to use this: en.wikipedia.org/wiki/Hessian_matrix#Bordered_Hessian.
              $endgroup$
              – Batominovski
              Dec 15 '18 at 5:51











              1












              $begingroup$

              This is a proof whether a critical point found in my other answer is a local or global minimum, a local or global maximum, or neither. I have to write a separate answer because MathJax is being a pain when I write a long answer. I refer to notations in my other answer, and this answer is based on here.



              For $X,Y,Z,Lambdainmathbb{R}$, let
              $$mathcal{H}(X,Y,Z,Lambda):=begin{bmatrix}frac{partial^2mathcal{L}}{partial Lambda^2}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partialLambda,partial X}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partialLambda,partial Y}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partialLambda,partial Z}(X,Y,Z,Lambda)\
              frac{partial^2mathcal{L}}{partial X,partial Lambda}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial X^2}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial X,partial Y}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial X,partial Z}(X,Y,Z,Lambda) \
              frac{partial^2mathcal{L}}{partial Y,partial Lambda}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Y,partial X}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Y^2}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Y,partial Z}(X,Y,Z,Lambda)
              \
              frac{partial^2mathcal{L}}{partial Z,partial Lambda}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Z,partial X}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Z,partial Y}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Z^2}(X,Y,Z,Lambda)
              end{bmatrix},,$$

              which is the bordered Hessian matrix of the Lagrangian $mathcal{L}(X,Y,Z,Lambda)$. That is,
              $$mathcal{H}(X,Y,Z,Lambda)=3,begin{bmatrix}
              0 & -a & -b & -c
              \
              -a & 2X & -Z & -Y
              \
              -b & -Z & 2Y & -X
              \
              -c & -Y & -X & 2Z
              end{bmatrix},,$$

              for all $X,Y,Z,Lambdainmathbb{R}$. We shall write $H:=mathcal{H}(x,y,z,lambda)=mathcal{H}(x,y,z,f)$. Recall that $a+b+cneq 0$ for $(f,x,y,z)$ to exist. For an $n$-by-$n$ matrix $X$ and $min{1,2,ldots,n}$, write $X_m$ for the principal minor of $X$ which is the $m$-by-$m$ matrix consisting of the truncated first $m$ rows and $m$ columns of $X$.



              In the case $(f,x,y,z)$ is given by (5) in my previous answer, then
              $$H=frac{3}{a+b+c},begin{bmatrix} 0 & -a(a+b+c) & -b(a+b+c) & -c(a+b+c)\
              -a(a+b+c) & 2 & -1 & -1 \
              -b(a+b+c) & -1 & 2 & -1 \
              -c(a+b+c) & -1 & -1 &2
              end{bmatrix},.$$

              Then, $$det(H_3)=-dfrac{54(a^2+ab+b^2)}{a+b+c}text{ and }det(H_4)=det(H)=-243,.$$ Without loss of generality, we may permute $a$, $b$, and $c$ so that $aneq 0$. On one hand, if $a+b+c>0$, then $det(H_3)$ and $det(H_4)$ are both negative, so $f$ is a local minimum value corresponding to locally minimizing point $(x,y,z)$. On the other hand, if $a+b+c<0$, then $det(H_3)>0$ and $det(H_4)<0$, so $f$ is a local maximum value corresponding to the locally maximizing point $(x,y,z)$.



              In the case that $(f,x,y,z)$ is given by (6) in my previous answer (whence $a$, $b$, and $c$ are not all equal), we get
              $$H=frac{3}{s},begin{bmatrix} 0 & -sa & -sb & -sc \
              -sa & 2(a^2-bc) & -(c^2-ab) & -(b^2-ca) \
              -sb & -(c^2-ab) & 2(b^2-ca) & -(a^2-bc) \
              -sc & -(b^2-ca) & -(a^2-bc) & 2(c^2-ab)
              end{bmatrix},,$$

              where $s:=a^3+b^3+c^3-3abc$. Then, $$det(H_3)=-dfrac{54(a^2-bc)(b^2-ca)}{s}text{ and }det(H_4)=det(H)=81>0,.$$ Hence, $f$ is not a local optimum value, as $(x,y,z)$ is a saddle point.



              Note that $f$ is never a global optimum if $a$, $b$, and $c$ are not all equal. This is because we may assume without loss of generality that $a+bneq 2c$ and so, for any $tinmathbb{R}$, there exists $(u_t,v_t,w_t)inmathbb{R}^3$ such that $au_t+bv_t+cw_t=1$, $u_t+v_t+w_t=t$, and $u_t-v_t=t$. Therefore,
              $$F(u_t,v_t,w_t)=(u_t+v_t+w_t)left(frac{(v_t-w_t)^2+(w_t-u_t)^2+(u_t-v_t)^2}{2}right)$$
              implies that
              $$F(u_t,v_t,w_t)geq frac{t^3}{2}text{ if }t>0$$
              and
              $$F(u_t,v_t,w_t)leq frac{t^3}{2}text{ if }t<0,.$$
              Ergo, $F$ is unbounded both from above and below on the solution set of $G=0$.



              However, if $a=b=c$, then $G(X,Y,Z)=0$ implies $X+Y+Z=dfrac1a$. Consequently,
              $$F(X,Y,Z)=dfrac1a,left(frac{(Y-Z)^2+(Z-X)^2+(X-Y)^2}{2}right),.$$
              Thus, $$F(X,Y,Z)geq 0text{ when }a>0,,$$ implying that $f=0$ is the global minimum value on the solution set of $G=0$, and the globally minimizing point is $(x,y,z)=left(dfrac1{3a},dfrac1{3a},dfrac1{3a}right)$. Finally, $$F(X,Y,Z)leq 0text{ when }a<0,,$$ and so $f=0$ is the global maximum value of $F$ on the solution set of $G=0$, where the globally maximizing point is $(x,y,z)=left(dfrac1{3a},dfrac1{3a},dfrac1{3a}right)$.






              share|cite|improve this answer











              $endgroup$


















                1












                $begingroup$

                This is a proof whether a critical point found in my other answer is a local or global minimum, a local or global maximum, or neither. I have to write a separate answer because MathJax is being a pain when I write a long answer. I refer to notations in my other answer, and this answer is based on here.



                For $X,Y,Z,Lambdainmathbb{R}$, let
                $$mathcal{H}(X,Y,Z,Lambda):=begin{bmatrix}frac{partial^2mathcal{L}}{partial Lambda^2}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partialLambda,partial X}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partialLambda,partial Y}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partialLambda,partial Z}(X,Y,Z,Lambda)\
                frac{partial^2mathcal{L}}{partial X,partial Lambda}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial X^2}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial X,partial Y}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial X,partial Z}(X,Y,Z,Lambda) \
                frac{partial^2mathcal{L}}{partial Y,partial Lambda}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Y,partial X}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Y^2}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Y,partial Z}(X,Y,Z,Lambda)
                \
                frac{partial^2mathcal{L}}{partial Z,partial Lambda}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Z,partial X}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Z,partial Y}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Z^2}(X,Y,Z,Lambda)
                end{bmatrix},,$$

                which is the bordered Hessian matrix of the Lagrangian $mathcal{L}(X,Y,Z,Lambda)$. That is,
                $$mathcal{H}(X,Y,Z,Lambda)=3,begin{bmatrix}
                0 & -a & -b & -c
                \
                -a & 2X & -Z & -Y
                \
                -b & -Z & 2Y & -X
                \
                -c & -Y & -X & 2Z
                end{bmatrix},,$$

                for all $X,Y,Z,Lambdainmathbb{R}$. We shall write $H:=mathcal{H}(x,y,z,lambda)=mathcal{H}(x,y,z,f)$. Recall that $a+b+cneq 0$ for $(f,x,y,z)$ to exist. For an $n$-by-$n$ matrix $X$ and $min{1,2,ldots,n}$, write $X_m$ for the principal minor of $X$ which is the $m$-by-$m$ matrix consisting of the truncated first $m$ rows and $m$ columns of $X$.



                In the case $(f,x,y,z)$ is given by (5) in my previous answer, then
                $$H=frac{3}{a+b+c},begin{bmatrix} 0 & -a(a+b+c) & -b(a+b+c) & -c(a+b+c)\
                -a(a+b+c) & 2 & -1 & -1 \
                -b(a+b+c) & -1 & 2 & -1 \
                -c(a+b+c) & -1 & -1 &2
                end{bmatrix},.$$

                Then, $$det(H_3)=-dfrac{54(a^2+ab+b^2)}{a+b+c}text{ and }det(H_4)=det(H)=-243,.$$ Without loss of generality, we may permute $a$, $b$, and $c$ so that $aneq 0$. On one hand, if $a+b+c>0$, then $det(H_3)$ and $det(H_4)$ are both negative, so $f$ is a local minimum value corresponding to locally minimizing point $(x,y,z)$. On the other hand, if $a+b+c<0$, then $det(H_3)>0$ and $det(H_4)<0$, so $f$ is a local maximum value corresponding to the locally maximizing point $(x,y,z)$.



                In the case that $(f,x,y,z)$ is given by (6) in my previous answer (whence $a$, $b$, and $c$ are not all equal), we get
                $$H=frac{3}{s},begin{bmatrix} 0 & -sa & -sb & -sc \
                -sa & 2(a^2-bc) & -(c^2-ab) & -(b^2-ca) \
                -sb & -(c^2-ab) & 2(b^2-ca) & -(a^2-bc) \
                -sc & -(b^2-ca) & -(a^2-bc) & 2(c^2-ab)
                end{bmatrix},,$$

                where $s:=a^3+b^3+c^3-3abc$. Then, $$det(H_3)=-dfrac{54(a^2-bc)(b^2-ca)}{s}text{ and }det(H_4)=det(H)=81>0,.$$ Hence, $f$ is not a local optimum value, as $(x,y,z)$ is a saddle point.



                Note that $f$ is never a global optimum if $a$, $b$, and $c$ are not all equal. This is because we may assume without loss of generality that $a+bneq 2c$ and so, for any $tinmathbb{R}$, there exists $(u_t,v_t,w_t)inmathbb{R}^3$ such that $au_t+bv_t+cw_t=1$, $u_t+v_t+w_t=t$, and $u_t-v_t=t$. Therefore,
                $$F(u_t,v_t,w_t)=(u_t+v_t+w_t)left(frac{(v_t-w_t)^2+(w_t-u_t)^2+(u_t-v_t)^2}{2}right)$$
                implies that
                $$F(u_t,v_t,w_t)geq frac{t^3}{2}text{ if }t>0$$
                and
                $$F(u_t,v_t,w_t)leq frac{t^3}{2}text{ if }t<0,.$$
                Ergo, $F$ is unbounded both from above and below on the solution set of $G=0$.



                However, if $a=b=c$, then $G(X,Y,Z)=0$ implies $X+Y+Z=dfrac1a$. Consequently,
                $$F(X,Y,Z)=dfrac1a,left(frac{(Y-Z)^2+(Z-X)^2+(X-Y)^2}{2}right),.$$
                Thus, $$F(X,Y,Z)geq 0text{ when }a>0,,$$ implying that $f=0$ is the global minimum value on the solution set of $G=0$, and the globally minimizing point is $(x,y,z)=left(dfrac1{3a},dfrac1{3a},dfrac1{3a}right)$. Finally, $$F(X,Y,Z)leq 0text{ when }a<0,,$$ and so $f=0$ is the global maximum value of $F$ on the solution set of $G=0$, where the globally maximizing point is $(x,y,z)=left(dfrac1{3a},dfrac1{3a},dfrac1{3a}right)$.






                share|cite|improve this answer











                $endgroup$
















                  1












                  1








                  1





                  $begingroup$

                  This is a proof whether a critical point found in my other answer is a local or global minimum, a local or global maximum, or neither. I have to write a separate answer because MathJax is being a pain when I write a long answer. I refer to notations in my other answer, and this answer is based on here.



                  For $X,Y,Z,Lambdainmathbb{R}$, let
                  $$mathcal{H}(X,Y,Z,Lambda):=begin{bmatrix}frac{partial^2mathcal{L}}{partial Lambda^2}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partialLambda,partial X}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partialLambda,partial Y}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partialLambda,partial Z}(X,Y,Z,Lambda)\
                  frac{partial^2mathcal{L}}{partial X,partial Lambda}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial X^2}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial X,partial Y}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial X,partial Z}(X,Y,Z,Lambda) \
                  frac{partial^2mathcal{L}}{partial Y,partial Lambda}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Y,partial X}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Y^2}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Y,partial Z}(X,Y,Z,Lambda)
                  \
                  frac{partial^2mathcal{L}}{partial Z,partial Lambda}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Z,partial X}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Z,partial Y}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Z^2}(X,Y,Z,Lambda)
                  end{bmatrix},,$$

                  which is the bordered Hessian matrix of the Lagrangian $mathcal{L}(X,Y,Z,Lambda)$. That is,
                  $$mathcal{H}(X,Y,Z,Lambda)=3,begin{bmatrix}
                  0 & -a & -b & -c
                  \
                  -a & 2X & -Z & -Y
                  \
                  -b & -Z & 2Y & -X
                  \
                  -c & -Y & -X & 2Z
                  end{bmatrix},,$$

                  for all $X,Y,Z,Lambdainmathbb{R}$. We shall write $H:=mathcal{H}(x,y,z,lambda)=mathcal{H}(x,y,z,f)$. Recall that $a+b+cneq 0$ for $(f,x,y,z)$ to exist. For an $n$-by-$n$ matrix $X$ and $min{1,2,ldots,n}$, write $X_m$ for the principal minor of $X$ which is the $m$-by-$m$ matrix consisting of the truncated first $m$ rows and $m$ columns of $X$.



                  In the case $(f,x,y,z)$ is given by (5) in my previous answer, then
                  $$H=frac{3}{a+b+c},begin{bmatrix} 0 & -a(a+b+c) & -b(a+b+c) & -c(a+b+c)\
                  -a(a+b+c) & 2 & -1 & -1 \
                  -b(a+b+c) & -1 & 2 & -1 \
                  -c(a+b+c) & -1 & -1 &2
                  end{bmatrix},.$$

                  Then, $$det(H_3)=-dfrac{54(a^2+ab+b^2)}{a+b+c}text{ and }det(H_4)=det(H)=-243,.$$ Without loss of generality, we may permute $a$, $b$, and $c$ so that $aneq 0$. On one hand, if $a+b+c>0$, then $det(H_3)$ and $det(H_4)$ are both negative, so $f$ is a local minimum value corresponding to locally minimizing point $(x,y,z)$. On the other hand, if $a+b+c<0$, then $det(H_3)>0$ and $det(H_4)<0$, so $f$ is a local maximum value corresponding to the locally maximizing point $(x,y,z)$.



                  In the case that $(f,x,y,z)$ is given by (6) in my previous answer (whence $a$, $b$, and $c$ are not all equal), we get
                  $$H=frac{3}{s},begin{bmatrix} 0 & -sa & -sb & -sc \
                  -sa & 2(a^2-bc) & -(c^2-ab) & -(b^2-ca) \
                  -sb & -(c^2-ab) & 2(b^2-ca) & -(a^2-bc) \
                  -sc & -(b^2-ca) & -(a^2-bc) & 2(c^2-ab)
                  end{bmatrix},,$$

                  where $s:=a^3+b^3+c^3-3abc$. Then, $$det(H_3)=-dfrac{54(a^2-bc)(b^2-ca)}{s}text{ and }det(H_4)=det(H)=81>0,.$$ Hence, $f$ is not a local optimum value, as $(x,y,z)$ is a saddle point.



                  Note that $f$ is never a global optimum if $a$, $b$, and $c$ are not all equal. This is because we may assume without loss of generality that $a+bneq 2c$ and so, for any $tinmathbb{R}$, there exists $(u_t,v_t,w_t)inmathbb{R}^3$ such that $au_t+bv_t+cw_t=1$, $u_t+v_t+w_t=t$, and $u_t-v_t=t$. Therefore,
                  $$F(u_t,v_t,w_t)=(u_t+v_t+w_t)left(frac{(v_t-w_t)^2+(w_t-u_t)^2+(u_t-v_t)^2}{2}right)$$
                  implies that
                  $$F(u_t,v_t,w_t)geq frac{t^3}{2}text{ if }t>0$$
                  and
                  $$F(u_t,v_t,w_t)leq frac{t^3}{2}text{ if }t<0,.$$
                  Ergo, $F$ is unbounded both from above and below on the solution set of $G=0$.



                  However, if $a=b=c$, then $G(X,Y,Z)=0$ implies $X+Y+Z=dfrac1a$. Consequently,
                  $$F(X,Y,Z)=dfrac1a,left(frac{(Y-Z)^2+(Z-X)^2+(X-Y)^2}{2}right),.$$
                  Thus, $$F(X,Y,Z)geq 0text{ when }a>0,,$$ implying that $f=0$ is the global minimum value on the solution set of $G=0$, and the globally minimizing point is $(x,y,z)=left(dfrac1{3a},dfrac1{3a},dfrac1{3a}right)$. Finally, $$F(X,Y,Z)leq 0text{ when }a<0,,$$ and so $f=0$ is the global maximum value of $F$ on the solution set of $G=0$, where the globally maximizing point is $(x,y,z)=left(dfrac1{3a},dfrac1{3a},dfrac1{3a}right)$.






                  share|cite|improve this answer











                  $endgroup$



                  This is a proof whether a critical point found in my other answer is a local or global minimum, a local or global maximum, or neither. I have to write a separate answer because MathJax is being a pain when I write a long answer. I refer to notations in my other answer, and this answer is based on here.



                  For $X,Y,Z,Lambdainmathbb{R}$, let
                  $$mathcal{H}(X,Y,Z,Lambda):=begin{bmatrix}frac{partial^2mathcal{L}}{partial Lambda^2}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partialLambda,partial X}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partialLambda,partial Y}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partialLambda,partial Z}(X,Y,Z,Lambda)\
                  frac{partial^2mathcal{L}}{partial X,partial Lambda}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial X^2}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial X,partial Y}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial X,partial Z}(X,Y,Z,Lambda) \
                  frac{partial^2mathcal{L}}{partial Y,partial Lambda}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Y,partial X}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Y^2}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Y,partial Z}(X,Y,Z,Lambda)
                  \
                  frac{partial^2mathcal{L}}{partial Z,partial Lambda}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Z,partial X}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Z,partial Y}(X,Y,Z,Lambda) & frac{partial^2mathcal{L}}{partial Z^2}(X,Y,Z,Lambda)
                  end{bmatrix},,$$

                  which is the bordered Hessian matrix of the Lagrangian $mathcal{L}(X,Y,Z,Lambda)$. That is,
                  $$mathcal{H}(X,Y,Z,Lambda)=3,begin{bmatrix}
                  0 & -a & -b & -c
                  \
                  -a & 2X & -Z & -Y
                  \
                  -b & -Z & 2Y & -X
                  \
                  -c & -Y & -X & 2Z
                  end{bmatrix},,$$

                  for all $X,Y,Z,Lambdainmathbb{R}$. We shall write $H:=mathcal{H}(x,y,z,lambda)=mathcal{H}(x,y,z,f)$. Recall that $a+b+cneq 0$ for $(f,x,y,z)$ to exist. For an $n$-by-$n$ matrix $X$ and $min{1,2,ldots,n}$, write $X_m$ for the principal minor of $X$ which is the $m$-by-$m$ matrix consisting of the truncated first $m$ rows and $m$ columns of $X$.



                  In the case $(f,x,y,z)$ is given by (5) in my previous answer, then
                  $$H=frac{3}{a+b+c},begin{bmatrix} 0 & -a(a+b+c) & -b(a+b+c) & -c(a+b+c)\
                  -a(a+b+c) & 2 & -1 & -1 \
                  -b(a+b+c) & -1 & 2 & -1 \
                  -c(a+b+c) & -1 & -1 &2
                  end{bmatrix},.$$

                  Then, $$det(H_3)=-dfrac{54(a^2+ab+b^2)}{a+b+c}text{ and }det(H_4)=det(H)=-243,.$$ Without loss of generality, we may permute $a$, $b$, and $c$ so that $aneq 0$. On one hand, if $a+b+c>0$, then $det(H_3)$ and $det(H_4)$ are both negative, so $f$ is a local minimum value corresponding to locally minimizing point $(x,y,z)$. On the other hand, if $a+b+c<0$, then $det(H_3)>0$ and $det(H_4)<0$, so $f$ is a local maximum value corresponding to the locally maximizing point $(x,y,z)$.



                  In the case that $(f,x,y,z)$ is given by (6) in my previous answer (whence $a$, $b$, and $c$ are not all equal), we get
                  $$H=frac{3}{s},begin{bmatrix} 0 & -sa & -sb & -sc \
                  -sa & 2(a^2-bc) & -(c^2-ab) & -(b^2-ca) \
                  -sb & -(c^2-ab) & 2(b^2-ca) & -(a^2-bc) \
                  -sc & -(b^2-ca) & -(a^2-bc) & 2(c^2-ab)
                  end{bmatrix},,$$

                  where $s:=a^3+b^3+c^3-3abc$. Then, $$det(H_3)=-dfrac{54(a^2-bc)(b^2-ca)}{s}text{ and }det(H_4)=det(H)=81>0,.$$ Hence, $f$ is not a local optimum value, as $(x,y,z)$ is a saddle point.



                  Note that $f$ is never a global optimum if $a$, $b$, and $c$ are not all equal. This is because we may assume without loss of generality that $a+bneq 2c$ and so, for any $tinmathbb{R}$, there exists $(u_t,v_t,w_t)inmathbb{R}^3$ such that $au_t+bv_t+cw_t=1$, $u_t+v_t+w_t=t$, and $u_t-v_t=t$. Therefore,
                  $$F(u_t,v_t,w_t)=(u_t+v_t+w_t)left(frac{(v_t-w_t)^2+(w_t-u_t)^2+(u_t-v_t)^2}{2}right)$$
                  implies that
                  $$F(u_t,v_t,w_t)geq frac{t^3}{2}text{ if }t>0$$
                  and
                  $$F(u_t,v_t,w_t)leq frac{t^3}{2}text{ if }t<0,.$$
                  Ergo, $F$ is unbounded both from above and below on the solution set of $G=0$.



                  However, if $a=b=c$, then $G(X,Y,Z)=0$ implies $X+Y+Z=dfrac1a$. Consequently,
                  $$F(X,Y,Z)=dfrac1a,left(frac{(Y-Z)^2+(Z-X)^2+(X-Y)^2}{2}right),.$$
                  Thus, $$F(X,Y,Z)geq 0text{ when }a>0,,$$ implying that $f=0$ is the global minimum value on the solution set of $G=0$, and the globally minimizing point is $(x,y,z)=left(dfrac1{3a},dfrac1{3a},dfrac1{3a}right)$. Finally, $$F(X,Y,Z)leq 0text{ when }a<0,,$$ and so $f=0$ is the global maximum value of $F$ on the solution set of $G=0$, where the globally maximizing point is $(x,y,z)=left(dfrac1{3a},dfrac1{3a},dfrac1{3a}right)$.







                  share|cite|improve this answer














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                  edited Dec 15 '18 at 10:41

























                  answered Dec 15 '18 at 7:59









                  BatominovskiBatominovski

                  33.1k33293




                  33.1k33293























                      0












                      $begingroup$

                      Without Lagrange Multipliers.



                      Making the change of variables $y = lambda x, z = mu x$ and substituting we get



                      $$
                      minmax x^3(1+lambda^3+mu^3-3lambdamu) mbox{s. t. } x(a+lambda b+mu c) = 1
                      $$



                      or equivalently



                      $$
                      minmax f(lambda,mu) = frac{1+lambda^3+mu^3-3lambdamu}{(a+lambda b+mu c)^3}
                      $$



                      whose stationary points are solved by



                      $$
                      left{
                      begin{array}{rcl}
                      left(lambda ^2-mu right) (a+c mu )-b left(mu ^3-2 lambda mu +1right)& = & 0 \
                      c left(lambda ^3-2 mu lambda +1right)+(a+b lambda ) left(lambda -mu ^2right) & = & 0 \
                      end{array}
                      right.
                      $$



                      giving the points



                      $$
                      begin{array}{ccc}
                      lambda & mu & f(lambda,mu)\
                      1 & 1 & 0 \
                      frac{b^2-a c}{a^2-b c} & frac{c^2-a b}{a^2-b c} & frac{1}{a^3+b^3+c^3-3 a b c} \
                      end{array}
                      $$






                      share|cite|improve this answer











                      $endgroup$


















                        0












                        $begingroup$

                        Without Lagrange Multipliers.



                        Making the change of variables $y = lambda x, z = mu x$ and substituting we get



                        $$
                        minmax x^3(1+lambda^3+mu^3-3lambdamu) mbox{s. t. } x(a+lambda b+mu c) = 1
                        $$



                        or equivalently



                        $$
                        minmax f(lambda,mu) = frac{1+lambda^3+mu^3-3lambdamu}{(a+lambda b+mu c)^3}
                        $$



                        whose stationary points are solved by



                        $$
                        left{
                        begin{array}{rcl}
                        left(lambda ^2-mu right) (a+c mu )-b left(mu ^3-2 lambda mu +1right)& = & 0 \
                        c left(lambda ^3-2 mu lambda +1right)+(a+b lambda ) left(lambda -mu ^2right) & = & 0 \
                        end{array}
                        right.
                        $$



                        giving the points



                        $$
                        begin{array}{ccc}
                        lambda & mu & f(lambda,mu)\
                        1 & 1 & 0 \
                        frac{b^2-a c}{a^2-b c} & frac{c^2-a b}{a^2-b c} & frac{1}{a^3+b^3+c^3-3 a b c} \
                        end{array}
                        $$






                        share|cite|improve this answer











                        $endgroup$
















                          0












                          0








                          0





                          $begingroup$

                          Without Lagrange Multipliers.



                          Making the change of variables $y = lambda x, z = mu x$ and substituting we get



                          $$
                          minmax x^3(1+lambda^3+mu^3-3lambdamu) mbox{s. t. } x(a+lambda b+mu c) = 1
                          $$



                          or equivalently



                          $$
                          minmax f(lambda,mu) = frac{1+lambda^3+mu^3-3lambdamu}{(a+lambda b+mu c)^3}
                          $$



                          whose stationary points are solved by



                          $$
                          left{
                          begin{array}{rcl}
                          left(lambda ^2-mu right) (a+c mu )-b left(mu ^3-2 lambda mu +1right)& = & 0 \
                          c left(lambda ^3-2 mu lambda +1right)+(a+b lambda ) left(lambda -mu ^2right) & = & 0 \
                          end{array}
                          right.
                          $$



                          giving the points



                          $$
                          begin{array}{ccc}
                          lambda & mu & f(lambda,mu)\
                          1 & 1 & 0 \
                          frac{b^2-a c}{a^2-b c} & frac{c^2-a b}{a^2-b c} & frac{1}{a^3+b^3+c^3-3 a b c} \
                          end{array}
                          $$






                          share|cite|improve this answer











                          $endgroup$



                          Without Lagrange Multipliers.



                          Making the change of variables $y = lambda x, z = mu x$ and substituting we get



                          $$
                          minmax x^3(1+lambda^3+mu^3-3lambdamu) mbox{s. t. } x(a+lambda b+mu c) = 1
                          $$



                          or equivalently



                          $$
                          minmax f(lambda,mu) = frac{1+lambda^3+mu^3-3lambdamu}{(a+lambda b+mu c)^3}
                          $$



                          whose stationary points are solved by



                          $$
                          left{
                          begin{array}{rcl}
                          left(lambda ^2-mu right) (a+c mu )-b left(mu ^3-2 lambda mu +1right)& = & 0 \
                          c left(lambda ^3-2 mu lambda +1right)+(a+b lambda ) left(lambda -mu ^2right) & = & 0 \
                          end{array}
                          right.
                          $$



                          giving the points



                          $$
                          begin{array}{ccc}
                          lambda & mu & f(lambda,mu)\
                          1 & 1 & 0 \
                          frac{b^2-a c}{a^2-b c} & frac{c^2-a b}{a^2-b c} & frac{1}{a^3+b^3+c^3-3 a b c} \
                          end{array}
                          $$







                          share|cite|improve this answer














                          share|cite|improve this answer



                          share|cite|improve this answer








                          edited Dec 19 '18 at 13:34

























                          answered Dec 19 '18 at 12:48









                          CesareoCesareo

                          9,1213517




                          9,1213517






























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