In my calculus book, there is a question that basically says "use the method of Lagrange multipliers on $f(x,y,z)=xyz$ with constraint $g(x,y,z)=x+y+z=C$, $C$ being a constant, and use this to prove AM-GM for three variables." The next question asks to generalize this result.
It is very easy to see that the only possible location for an extremum of f along the constraint is when all three variables equal to each other, and that an other value of f along the constraint is less than this, but I couldn't think of a way to show that f actually has a maximum along the constraint short of independently proving AM-GM and applying it here.
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We obtain
$$f_x=yz=\lambda g_x=\lambda$$ $$f_y=xz=\lambda g_y=\lambda$$ $$f_z=xy=\lambda g_z=\lambda$$
thus
$$x=y=z$$
and from $$g(x,y,z)=x+y+z=C \implies x=y=z=\frac{C}3$$
since it is a maximum point we have that
$$f(x,y,z)=xyz\le\frac{C^3}{27}\implies \frac{C}3\ge\sqrt[3]{xyz}\implies \frac{x+y+zC}3\ge\sqrt[3]{xyz}$$
To show that it is a maximum let assume for example
$$(x,y,z)=(2C/3,C/6,C/6)\implies f(x,y,z)=2\frac{C^3}{108}=\frac{C^3}{54}<\frac{C^3}{27}$$
More in general let consider z=C-(x+y) fixed thus also $x+y=k$ is fixed, from AM-GM in 2 variables we obtain
$$f(x,y,z)=xyz=xy(C-(x+y))\le k^2(C-2k)\le\frac{C^3}{27}$$
indeed it is maximum for $$k=x+y=\frac{2C}{3}$$
The same derivation can be easily generalized for more variables.
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thanks for the answer. However, I was hoping that there would be a way to show that f is a maximum when all variables equal to each other, perhaps using some properties in the Lagrange method, or maybe properties of the function xyz, because otherwise, that part of the proof can independently serve as a proof for AM-GM and it's unnecessary to use the method of Lagrange multipliers. – atreju Feb 06 '18 at 08:30