Question

Use Lagrange multipliers to find the maximum and minimum values of f subject to the given constraint, if such values exist.

f(x1,x2)=x12+x22,x1+x2=1f\left(x_1, x_2\right)=x_1^2+x_2^2, \quad x_1+x_2=1

Solution

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Since grad f=2xi+2yj\text{grad } f = 2x \vec{i} + 2y\vec{j} and grad g=i+j,\text{grad } g = \vec{i}+\vec{j}, the Lagrange multiplier equation is given by

2xi+2yj=λi+λj2x \vec{i} + 2y\vec{j} = \lambda \vec{i}+\lambda \vec{j}

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