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I tried to used AM-GM but could not do.Setting any one as $2$ or $-2$ and the others $0$ we get the range as $[-8,8]$ but what is the formal way to do this?

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    `I tried to used AM-GM but could not do.` You can only use AM-GM for non-negative numbers, but you haven't specified that restriction.2017-02-19
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    This had nothing whatsoever to do with [tag:functional-analysis]. Please read [tag descriptions](http://math.stackexchange.com/tags/functional-analysis/info) before using2017-02-19

3 Answers 3

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The constraint defines a compact subset of $\mathbf{R}^4$ (a sphere), so the function to be optimized attains a minimum and maximum. Using Lagrange multipliers, we find that the minimum and maximum must be attained at points where the vectors $(a,b,c,d)$ and $(a^2,b^2,c^2,d^2)$ are collinear, hence those of $a,b,c,d$ which are nonzero must be equal. Reordering the variables, without loss of generality we may consider only the points $(1,1,1,1)$, $(2/\sqrt{3},2/\sqrt{3},2/\sqrt{3},0)$, $(\sqrt{2},\sqrt{2},0,0)$, $(2,0,0,0)$ and their opposites. The values of the second function at these points are $\pm 4$, $\pm 8/\sqrt{3}$, $\pm 4\sqrt{2}$ and $\pm 8$. Thus the maximum and minimum are $\pm 8$. Since the sphere is connected, by continuity we have that the range is $[-8,8]$.

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Without resorting to higher level of math such as the use of "compactness". Observe that $a^2 \le a^2+b^2+c^2+d^2 = 4\implies a \le 2\implies a^2(a-2) \le 0$, and similarly: $b^2(b-2) \le 0, c^2(c-2) \le 0, d^2(d-2) \le 0$. Thus $a^3+b^3+c^3+d^3 \le 2(a^2+b^2+c^2+d^2) = 2\cdot 4 = 8$. And the max is $8$ which occurs when exactly one of the variables is $2$ and the others are $0$. For the min, observe that $a \ge -2, b \ge -2, c \ge -2, d \ge -2$. Thus $a^2(a+2) \ge 0, b^2(b+2) \ge 0, c^2(c+2) \ge 0, d^2(d+2) \ge 0\implies a^3+b^3+c^3+d^3 \ge -2(a^2+b^2+c^2+d^2)=-8$, which is the min and this value is achieved when exactly one of the variables is $-2$, and the others are $0$.

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    Nice proof. This is related to this problem (with $q = 3, p=2$): http://math.stackexchange.com/questions/367899/q-norm-leq-p-norm The proof could be simplified somewhat by reducing to the case $a,b,c,d \geq 0$ at the outset.2017-02-19
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    @TMM You are right, nitpick retracted.2017-02-26
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It's enough to prove that $a^3+b^3+c^3+d^3\leq8$

for non-negatives $a$, $b$, $c$ and $d$ such that $a^2+b^2+c^2+d^2=4$ or

it's enough to prove that $a^{\frac{3}{2}}+b^{\frac{3}{2}}+c^{\frac{3}{2}}+d^{\frac{3}{2}}\leq8$

for non-negatives $a$, $b$, $c$ and $d$ such that $a+b+c+d=4$.

Let $f(x)=x^{\frac{3}{2}}$.

Hence, $f$ is a convex function and $(4,0,0,0)\succ(a,b,c,d)$.

Thus, by Karamata $$\sum_{cyc}a^{\frac{3}{2}}\leq f(4)+3f(0)=8$$ and we are done!

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    Never heard of Karamata...2017-02-25
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    You got a typo there... negative spelling... not 'f'...2017-02-26
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    @tatan I fixed it. Thank you! :)2017-02-26