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The command

Maximize[{Sqrt[2 x + 13] + (3 y + 5)^(1/3) + (8 z + 12)^(1/4), x + y + z == 3&&{x,y,z} >= 0}, {x, y, z}]

is running without any response on my comp for hours (as well as many other Mathematica commands). This optimization problem is quite standard and easily solved by Lagrange multipliers

L=Sqrt[2x+13]+(3y+5)^(1/3)+(8z+12)^(1/4)-t*(x+y+z-3);

For simplicity the conditions {x,y,z}>=0 are not taken into account.

Reduce[D[L, x] == 0 && D[L, y] == 0 && D[L, z] == 0 && D[L, t] == 0, {x, y, z, t}, Reals]

x == 3/2 && y == 1 && z == 1/2 && t == 1/4

The Hessian of L at this point is easily found by

M = {{D[L, x, x], D[L, x, y], D[L, x, z], D[L, x, t]}, {D[L, y, x], 
D[L, y, y], D[L, y, z], D[L, y, t]}, {D[L, z, x], D[L, z, y], 
D[L, z, z], D[L, z, t]}, {D[L, t, x], D[L, t, y], D[L, t, z], 
D[L, t, t]}} /. {x -> 3/2, y -> 1, z -> 1/2, t -> 1/4}

Next, the result of

Resolve[ForAll[{a,b,c,d}, ({a,b,c,d}.M).{a,b,c,d} <= 0], PositiveReals]

True

states this is the maximum point (local and global) since the quadratic form ({a,b,c,d}.M).{a,b,c,d} takes nonpositive values on the positive reals. Is there anoter way to symbolically solve this optimization problem?

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  • $\begingroup$ BTW. the command of Maple Student:-MultivariateCalculus:-LagrangeMultipliers(sqrt(2*x + 13) + (3*y + 5)^(1/3) + (8*z + 12)^(1/4), [x + y + z - 3], [x, y, z]) results in $\left[\frac{7}{2}-8^{\frac{1}{3}},1,-\frac{3}{2}+8^{\frac{1}{3}}\right]$. $\endgroup$
    – user64494
    Jul 1, 2021 at 6:43

1 Answer 1

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With a little help(substitute the rational powers, see @MichaelE2 coding the square ) Maximize solves the problem:

Maximize[{wx + wy + wz ,x + y + z == 3 && {x, y, z} >= 0 && wx^2 == 2 x + 13 &&wy^3 == 3 y + 5 && wz^4 == 8z + 12}, {x, y, z, wx, wy, wz} ]
(*{8, {x -> 3/2, y -> 1, z -> 1/2, wx -> 4, wy -> 2, wz -> 2}}*)
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  • $\begingroup$ UlrichNeumann (@ does not work.) : Thank you for the reference. +1 for the MichaelE2's answer. However, this is done by hand, not automatically. $\endgroup$
    – user64494
    Jul 1, 2021 at 6:25
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    $\begingroup$ You didn't ask for "automated code generation", my answer refers to your question and shows a way to force Maximize on a real solution branch. Not more. $\endgroup$ Jul 1, 2021 at 6:37
  • $\begingroup$ Your statement "shows a way to force Maximize on a real solution branch. Not more." is built on the sand: Maximize[{Sqrt[2 x + 13] + Surd[3 y + 5, 3] + Surd[8 z + 12, 4], x + y + z == 3 && {x, y, z} >= 0}, {x, y, z}] is spinning too. $\endgroup$
    – user64494
    Jul 1, 2021 at 6:57

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