Assume that 1a_1+2a_2+\cdots+na_n=1, 1a1+2a2++nan=1, where the a_jaj are real numbers. As a function of nn, what is the minimum value of 1a_1^2+2a_2^2+\cdots+na_n^2?1a21+2a22++na2n?

1 Answer
May 21, 2017

2/(n(n+1)2n(n+1)

Explanation:

sum_(k=1)^n k a_k = 1nk=1kak=1 is the restriction and sum_(k=1)^n k a_k^2nk=1ka2k is the objective function

The Lagrangian reads

L(a,lambda)=sum_(k=1)^n k a_k^2+lambda(sum_(k=1)^n k a_k - 1) L(a,λ)=nk=1ka2k+λ(nk=1kak1)

The stationary conditions

(partialL)/(partial a_k) = 2ka_k+lambda k = 0Lak=2kak+λk=0 for k=1,2,cdots,nk=1,2,,n

and

(partialL)/(partial lambda) = sum_(k=1)^n k a_k- 1 = 0Lλ=nk=1kak1=0

so

a_k = -lambda/2ak=λ2 and

sum_(k=1)^n k ( -lambda/2)= 1 nk=1k(λ2)=1 or

lambda = -4/(n(n+1))λ=4n(n+1) so

a_k = 2/(n(n+1))ak=2n(n+1)

so the minimum value is given by

sum_(k=1)^n k (4/(n(n+1))^2) = 2/(n(n+1))nk=1k(4(n(n+1))2)=2n(n+1)