Conjugate-power constrained product maximum

ID: conjugate-power-constrained-product-maximum

For conjugate exponents , the constraint set is compact, so the continuous product has a maximum. Boundary endpoints have product zero, while is feasible with product one. An interior maximum therefore satisfies the Lagrange multiplier equations and . Multiplying by and respectively gives , since the multiplier is nonzero. Substitution in the constraint makes both powers equal one. Thus the maximum is one, attained uniquely at . The boundary check and compactness are what turn the necessary multiplier equations into a global conclusion.

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