The following problem is worked from Optimization theory with applications , Donald A. Pierre.

n−1
2 2
2.19 Consider the performance measure P= x 1−1 x ∑  x k 1−x k 2
n

k=1

What is the stationary point ?

∂P
We have =−2 x i1− x i 2 x i − x i−1 where i≠1and n−1,
∂ xi
∂P ∂P
=2 x 1−1−2 x 2−x 1 , and =2 x n2 x n −x n−1 .
∂ x1 ∂ xn
Where we can write such difference equations in the n x n form

[ ][ ] [ ]
4 −2 0 . . . . . . . . . x1 2
−2 4 −2 0 . . . . . . . . x2 0
0 −2 4 −2 0 . . . . . . . x3 0
0 0 −2 4 −2 0 . . . . . . . .
0 0 0 −2 4 −2 0 . . . . . . .
. . . . . . . . . . . . . =. 1
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . 0 −2 4 −2 x n−1 0
. . . . . . . . . . 4 −2 x 0
n

Through elimination we can obtain the form will prove this also by induction

[ ][ ] [ ]
2 −1 0 . . . . . . . . . x1 1
0 3 −2 0 . . . . . . . . x2 2
0 0 8 −6 0 . . . . . . . x3 2
0 0 0 10 −8 0 . . . . . . . .
0 0 0 0 12 −10 0 . . . . . . .
. . . . . . . . . . . . . = . 2
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . 0 2n −2n−1 x n−1 2
. . . . . . . . . . 4 −2 xn 0
To prove 2 k1 x k −2k  x k1=2. 3
where k =1,... , n−1.

That it is obvious that n=1is true by the first row of 1. Assume the k −1case is true that is
2 k−11 x k− 1−2 k−1 x  k−11=2
k −1 x k 1
Then from eq.1 where−2x k−14x k −2x k1=0 and from eq.3 x k−1= ,
k
2 k−1 x k 2
we can write− 4x k −2x k1=0
k
implies−2k −1 x k −24kx k −2kx k 1=0
implies 2 k1 x k −2kx k1=2
d
We then have for the last row of eq.1 , 4x n−2xn−1=0  4
implies for k =n−1we have from eq.3 ,
2 n−11 x n−1−2 n−1 x n−11=2
implies 2nx n−1−2n−1 x n=2
2 n−1 x n2
implies x n−1= 5
2n
implies substituting eq.5into eq. 4 ,
2 n−1 x n 2
4 −2 x n=0
2n

−2
implies x n =
n−2
We then should havethe nxn form ,
6

[ ][ ] [ ]
2 −1 0 . . . . . . . . . x1 1
0 3 −2 0 . . . . . . . . x2 2
0 0 8 −6 0 . . . . . . . x3 2
0 0 0 10 −8 0 . . . . . . . .
0 0 0 0 12 −10 0 . . . . . . .
. . . . . . . . . . . . . = .
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . 0 2n −2n−1 x n−1 2
. . . . . . . . . . 0 1 xn −2/n−2
Elimination can be used such that we have the form ,

][ ] [ ]
1

[
4 −2 0 . . . . . . . . . x 1 −4
n−2 
1
2 ∑
0 1 0 0 . . . . . . . . x 2 nn−2 p=1  2 p1 p
0 0 1 0 0 . . . . . . . x3 .
0 0 0 1 0 0 . . . . . . . .
0 0 0 0 1 0 0 . . . . . . .
. . . . . . . . . . . . .
=.
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . 0 1 0 x n−1 −2n−1 1
. . . . . . . . . . 0 1 x 
n
nn−2 n
−2/ n−2

Thus we would like to show induction wise that

k
−2n−k  1
x n−k =  n−k  ∑ is true 7
nn−2 p=1 n−k  p n−k p−1
for n2, k ≠0 ,
for k =0, x n=1/n1.
k =0is true since x n−11= x n=−2/ n−2 matching x n above.
For k=1 where n2 ,implies
−2n−1 1
x n− 1= n−1 
n n−2 nn−1
−2 n−1 1
= 
nn−2 n
Assume x n−k is true , want to show x n− k1 is true.
By 3 we have
n−k  x n−k−1−n−k −1 x n−k =1
implies substituting 7 we have ,
k
1 −2 1
x n− k−1= n−k−1 n−k  ∑ 
n−k n n−2 p=1 n−k pn−k  p−1
k
1
Let k = ∑ ,
p=1  n−k pn−k p−1
k 1
1
we ' d note  k1= ∑
p=1  n−k1 p n− k1 p−1
expanding the series we can see that
1 1 1
 k =  ⋯ and
 n−k1 n−k n−k2 n−k1 nn1

1 1 1
 k1=  ⋯
 n−k −1n−k  n−k n−k1 nn1
 −2  n−k −1
since x n−k−1=n−k −1 n−k−1k 
nn−2 n−k −1n−k 
−2
implies x n−k−1= n−k −1 n−k −1 k1 . d
n n−2
A stationary point then can be expressed in terms of its respective components
k
−2n−k  n−k p−2!
x n−k =  n−k  ∑ is true 7
n n−2 p=1 n−k p!
for n2, k ≠0 ,
for k =0, x n=1/n1.

 n−2
−2 1
and x 1= ∑ 1/ 2
n n−2 p=1 2 p1 p