Conjugate-power constrained product maximum (source code)

= Conjugate-power constrained product maximum
{title2=$\max\{xy:x,y\geq0,\ x^p/p+y^q/q=1\}=1$}

For <conjugate exponents> $p,q>1$, the constraint set is <compact>, so the continuous product has a maximum. Boundary endpoints have product zero, while $(1,1)$ is feasible with product one. An interior maximum therefore satisfies the <Lagrange multiplier> equations $y=\lambda x^{p-1}$ and $x=\lambda y^{q-1}$. Multiplying by $x$ and $y$ respectively gives $x^p=y^q$, since the multiplier is nonzero. Substitution in the constraint makes both powers equal one. Thus the maximum is one, attained uniquely at $(1,1)$. The boundary check and compactness are what turn the necessary multiplier equations into a global conclusion.