Solution

ID: past-exam-of-the-options-ii-course-of-the-university-of-oxford/2008/f/f2/c/solution

The Lagrange multiplier condition says that at a constrained local extremum of a continuously differentiable objective on a regular surface , its gradient is normal to the tangent plane: for some scalar multiplier.
First the box must be centred at zero. If the two face coordinates in one direction are , subtracting the ellipsoid equations for two vertices differing only in that coordinate gives . A nondegenerate box has , hence . Its positive half-sides therefore satisfy and its volume is .
The feasible closed octant is compact, the boundary gives zero volume, and some interior box has positive volume, so the maximum is interior. Apply multipliers to there:
Thus the three squared scaled coordinates are equal and sum to one. The unique positive solution gives

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