Find the maximum and minimum values of $~x + y~$ with respect to the constraints $~~x^2+4y^2\leq 1.$
My Attempt:
Let us assume $~~f(x,y)=x+y~~$ and $~~g(x,y)=x^2+4y^2-1.$
Now Consider a function $~~L(x,y,k)=f+kg.$
Now notice that
\begin{align*}
\frac{\partial L}{\partial x}=0 \implies & 1+2xk=0 \\
\frac{\partial L}{\partial y}=0 \implies & 1+8yk=0.
\end{align*}
Now from here I can conclude $~~x,y,k \neq 0.$ But I am not able to find the maximum and minimum values of $~~f$.
Your approach is valid on the boundary. But you're right, there are no critical points in the interior.
Now you know $2xk=-1=8yk$. Since $k\neq 0$, we get $x=4y$. With $x^2+4y^2=1$ you get $(4y)^2+4y^2=1$.