 Solution

Fix the chosen categorical limit object $LA$ and its categorical cone $p_{A,j}:LA\to (DA{)}_j$. For $a:A\to A^{\prime }$, the familyis a categorical cone, by naturality of $Da$. The universal property of $L{A}^{\prime }$ supplies a unique morphismThe identity morphism of $LA$ satisfies the equations for $a=1_A$, so $L{1}_A=1_{LA}$. For composable $a,a^{\prime }$, the equations for $L{a}^{\prime }La$ agree with those for $L(a^{\prime }a)$; uniqueness gives $L(a^{\prime }a)=L{a}^{\prime }La$. Hence the chosen limits define a functor $L:\mathcal{A}\to \mathcal{C}$. This argument also handles an empty indexing category, when each chosen categorical limit is a terminal object.

Equivalently, $LA$ represents the categorical cone functor $C\mapsto \mathrm{Nat}({\Delta }_{J}C,DA)$, and functoriality of chosen representations supplies the same $L$.