Constrained extrema and a compactness argument
Statement
Let with , under the constraint . Show that has a global maximum at .
Hint
Apply Lagrange to identify the only possible critical point, then use a compactness argument and the behaviour at infinity.
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Solution
Lagrange system.
The condition gives
Simplifying by :
The function is strictly increasing, so .
Critical point. Substituting into the constraint:
The only real root is (since and the discriminant of is negative). So the only possible critical point is .
Compactness argument. On the curve , if , then and have opposite signs (since must stay bounded), so and . The function is continuous on (which is closed), and . Hence attains its maximum on a compact set, and this maximum cannot be at infinity (where ). The only candidate is , so it is the global maximum.