Prove that this is the solution to the given minimization problem I have the minimization problem

minimize $\displaystyle f_0  = \sum_{i=1}^{N} \mu_i \left( \left( 2^\frac{R_i}{\mu_i} - 1 \right) \right)$

with constraint

$\displaystyle\sum_{i=1}^{N} \mu_i = 1$

and believe that the solution is

$\displaystyle \mu_i = \frac{R_i}{\sum_{j=1}^{N} R_j}$.

The first derivative is
$\displaystyle f_0^\prime = \sum_{i=1}^{N}  \left( 2^\frac{{R}_i}{\mu_i} - \frac{{R}_i}{\mu_i} \rm{log}(2)2^\frac{R_i}{\mu_i} - 1 \right)$

$N$ and $R_i$ are given. I can show that for $i=2$, $f_0^\prime = 0$, by inserting $\mu_2 = 1 - \mu_1$ in $f_0$, taking the derivative and then inserting the solution.

But how can I show it for any $i$?

I couldn't just insert the solution into the first derivative, so I tried to argue that if it works for $i=2$ it would also work for higher $i$. Or that the problem can always be solved for $i=2$ and then subdivided further. But I am not sure.

Any hints are appreciated.
The usual Lagrange multiplier method works (if you are not familiar with the method, let me recommand reading the WP page before continuing, in particular you must realize that the quantity you denote by $f&#39;_0$ simply does not enter the picture). 

For every given $i$, the partial derivatives with respect to $\mu_i$ of the function $f_0$ to be minimized and of the constraint are
$$
2^{R_i/\mu_i}-1-(R_i/\mu_i)\log(2)2^{R_i/\mu_i}\quad\text{and}\quad 1\quad\text{respectively}.
$$
Hence the former must not depend on $i$, that is, for a given $C$,
$$
2^{R_i/\mu_i}(1-\log(2)R_i/\mu_i)=C.
$$
The function $x\mapsto 2^{x}(1-\log(2)x)$ is monotone on $x\ge0$ hence $R_i/\mu_i$ must not depend on $i$, that is, one must have $\mu_i=cR_i$ for a given $c$. Since $\sum\mu_i=1$, $1/c$ is the sum of $R_i$ over $i$ and you are done: the optimal vector $(\mu_i)$ is given by
$$
\mu_i=\frac{R_i}{R_1+\cdots+R_N}.
$$
Just trying to throw some insight on the abstract thinking for the accepted answer: let $g:\mathbb{R} \rightarrow \mathbb{R} $ be the function such that $g(x)=2^x(1-x\log2)$. Notice that $g|_{\mathbb{R}_{\geq 0}}$ is decreasing and hence injective, therefore $g(R_i/\mu_i)=C$ implies $R_i/\mu_i $ being constant.

Edit: The above statement is sufficient when $\mu_i,R_i$ are assumed positive. Not sure if it is implied in any sense or if it can be derived without such assumption.