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Inequalities: 1 Classical Theorems
Inequalities: 1 Classical Theorems
Inequalities
Yufei Zhao
yufeiz@mit.edu
1 Classical Theorems
Theorem 1. (AM-GM) Let a1 , · · · , an be positive real numbers. Then, we have
a1 + · · · + an √
≥ n a1 · · · an .
n
Theorem 2. (Cauchy-Schwarz) Let a1 , · · · , an , b1 , · · · , bn be real numbers. Then,
Theorem 3. (Jensen) Let f : [a, b] → R be a convex function. Then for any x1 , x2 , . . . , xn ∈ [a, b] and any
nonnegative reals ω1 , ω2 , . . . , ωn with ω1 + ω2 + · · · + ωn = 1, we have
Theorem 5. (Schur) Let x, y, z be nonnegative real numbers. For any r > 0, we have
X
xr (x − y)(x − z) ≥ 0.
cyclic
• x1 + x2 + · · · + xn = y1 + y2 + · · · + yn .
Theorem 6. (Muirhead)1 Suppose that (a1 , . . . , an ) (b1 , . . . , bn ), and x1 , . . . xn are positive real numbers,
then X X
xa1 1 xa2 2 · · · xann ≥ xb11 xb22 · · · xbnn .
sym sym
you won’t succeed (and never, ever try to use Muirhead when the inequality is only cyclic but not symmetric, since it is incorrect
to use Muirhead there) (2) when writing up your solution, it is probably safer to just deduce the inequality using weighted
AM-GM by finding the appropriate weights, as this can always be done. The reason is that it is not always clear that Muirhead
will be accepted as a quoted theorem.
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Winter Camp 2008 Inequalities Yufei Zhao
Theorem 8. (Power Mean) Let x1 , · · · , xn > 0. The power mean of order r is defined by
r1
xr1 + · · · + xn r
√
M(x1 ,··· ,xn ) (0) = n
x1 · · · xn , M(x1 ,··· ,xn ) (r) = (r 6= 0).
n
Then, M(x1 ,··· ,xn ) : R −→ R is continuous and monotone increasing.
Theorem 9. (Bernoulli) For all r ≥ 1 and x ≥ −1, we have
(1 + x)r ≥ 1 + rx.
Definition 2. (Symmetric Means) For given arbitrary real numbers x1 , · · · , xn , the coefficient of tn−i in
the polynomial (t + x1 ) · · · (t + xn ) is called the i-th elementary symmetric function σi . This means that
(t + x1 ) · · · (t + xn ) = σ0 tn + σ1 tn−1 + · · · + σn−1 t + σn .
Theorem 13. (Hölder)2 Let x1 , · · · , xn , y1 , · · · , yn be positive real numbers. Suppose that p > 1 and q > 1
satisfy p1 + 1q = 1. Then, we have
n n
! p1 n
! q1
X X X
p q
xi yi ≤ xi yi .
i=1 i=1 i=1
More generally, let xij (i = 1, · · · , m, j = 1, · · · n) be positive real numbers. Suppose that ω1 , · · · , ωn are
positive real numbers satisfying ω1 + · · · + ωn = 1. Then, we have
!ωj
Yn m
X Xm Yn
xij ≥ xij ωj .
j=1 i=1 i=1 j=1
n
! p1 n
! p1 n
! p1
X X X p
p p
xi + yi ≥ (xi + yi )
i=1 i=1 i=1
2 Think of this as generalized Cauchy, as you can use it for more than two sequences.
3 Think of this as generalized triangle inequality.
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Winter Camp 2008 Inequalities Yufei Zhao
2 A motivating example
In this section we discuss several common techniques in inequalities through following famous problem from
IMO 2001 by Hojoo Lee:
Prove that
a b c
√ +√ +√ ≥1
a2
+ 8bc 2
b + 8ca 2
c + 8ab
for all positive real numbers a, b and c.
The official solution is short and mysterious:
While the solution looks nice and short, it leaves us wonder how in the world could anyone come up with
it. In particular, where did the exponent 34 come from? Here we provide some motivation.
Isolated fudging. It is not unusual to compare individual terms of an inequality to expressions such as
ar
ar + br + cr
because if the comparison turns out to be successful, we can finish off the problem right away. (Techniques of
this form are sometimes called isolated fudging, meaning that the effort is focused on manipulating individual
terms, as opposed to the inequality as a whole.) So, suppose we guess that it is possible to have an inequality
of the form
a ar
√ ≥ r .
a2 + 8bc a + br + cr
Now how can we pick the candidates for r? Blind guess and check will probably get us nowhere. Luckily,
there is a method that will give you the unique candidate for r (though with no promise that this r will
work). Be prepared, this method will require some calculus.
Suppose that some r works. Let us consider the function
a ar
f (a, b, c) = √ − r .
a2 + 8bc a + br + cr
What do we know about f (a, b, c)? Because of the inequality that we want, we need f (a, b, c) ≥ 0 for all
a, b, c > 0. Also, by considering the point of equality, we see that (1, 1, 1) must be a local minimum of f . So
consider the partial derivative of f with respect to a (denoted ∂f /∂a), meaning that we differentiate f with
respect to a while treating the other variables as if they were constants. Since (1, 1, 1) is a local minimum,
this partial derivative when evaluated at (1, 1, 1) must give zero. So let’s do this computation. (If you know
some multivariable calculus, it may be instructive to think in terms of ∇f = 0 at (1, 1, 1).)
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Winter Camp 2008 Inequalities Yufei Zhao
We have √ 2
a2 + 8bc − √ a
∂f a2 +8bc rar−1 (ar + br + cr ) − ar · rar−1
= − .
∂a a2 + 8bc (ar + br + cr )2
3− 1
Evaluating at (a, b, c) = (1, 1, 1) and setting the value to zero, we get 9 3 − 3r−r
9 = 0, which gives r = 43 .
Aha! Now we found the candidate for r, we can now go through the steps of the official solution (which
were easy, given we know what r is).
Note that while we used calculus to motivate our solution, we do not need to include any
calculus in the solution! In fact, calculus is best avoided in olympiad solutions as it is generally viewed
unfavorably. However, since we are not required to provide the motivation to our proof, we do not need to
worry about this issue. Amazing, isn’t it?
Turning the table around. Seeing that the inequality is homogeneous (meaning that the transformation
(a, b, c) 7→ (ka, kb, kc) does not change anything), it is natural to impose a constraint on it. So let us assume
without the loss of generality that abc = 18 , so that we need to prove
a b c
q +q +q ≥ 1.
2 1 1 1
a + a b2 + b c2 + c
This does not seem any easier. Now, let us turn the table around and switch the roles of the constraint and
the inequality.
Let
a b c
x= q , y=q , z=q .
a2 + a1 b2 + 1b c2 + 1c
a q 1
Note that √ 1
= , so we can write a, b, c in terms of x, y, z:
a2 + a 1+ a13
x2 y2 z2
a3 = , b3 = , c3 = .
1 − x2 1 − y2 1 − z2
So, the inequality that we wish to prove is x+y +z ≥ 1 assuming abc = 81 . By considering the contrapositive,
it suffices to prove that abc < 18 assuming x + y + z < 1. That is, we need to prove that
x2 y 2 z 2 1
< 3
(1 − x2 )(1 − y 2 )(1 − z 2 ) 8
given x + y + z < 1. The square roots are now gone! The new inequality turns out to be extremely easy, as
it is merely a straightforward application of AM-GM. Indeed, we have
1 3 3
1 − x2 > (x + y + z)2 − x2 = y 2 + z 2 + xy + xy + yz + yz + xz + xz ≥ 8x 2 y 4 z 4
and similarly for 1 − y 2 and 1 − z 2 . Setting this back into about inequality gives the desired result.
How to use Jensen. Since the inequality is homogeneous, we can assume that a + b + c = 1. Note that
the function x 7→ √1x is convex. So we can use Jensen’s inequality as follows:
1 1 1 1
a· √ +b· √ +c· √ ≥p
a2 + 8bc 2
b + 8ca 2
c + 8ab a(a + 8bc) + b(b + 8ca) + c(c2 + 8ab)
2 2
1
=√ .
a3 + b3 + c3 + 24abc
So it remains to prove that
1
√ ≥1
a3 + b3 + c3 + 24abc
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Winter Camp 2008 Inequalities Yufei Zhao
or equivalently,
a3 + b3 + c3 + 24abc ≤ (a + b + c)3 .
This is again extremely easy, as AM-GM gives
3 Problems
The following problems are selected from a packet written by Thomas Mildorf, which can be found at
http://web.mit.edu/tmildorf/www/Inequalities.pdf. Solutions can also be found there.
a + b + c ≤ a2 + b2 + c2 .
6. (USAMO 1977/5) If a, b, c, d, e are positive reals bounded by p and q with 0 < p ≤ q, prove that
r r 2
1 1 1 1 1 p q
(a + b + c + d + e) + + + + ≤ 25 + 6 −
a b c d e q p
and determine when equality holds.
7. Let a, b, c, be non-negative reals such that a + b + c = 1. Prove that
1
a3 + b3 + c3 + 6abc ≥ .
4
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Winter Camp 2008 Inequalities Yufei Zhao
10. (USAMO 1998/3) Let a0 , . . . , an be real numbers in the interval (0, π2 ) such that
π π π
tan a0 − + tan a1 − + · · · + tan an − ≥ n − 1.
4 4 4
Prove that
tan(a0 ) tan(a1 ) · · · tan(an ) ≥ nn+1 .
12. The numbers x1 , x2 , . . . , xn obey −1 ≤ x1 , x2 , . . . , xn ≤ 1 and x13 + x23 + · · · + xn3 = 0. Prove that
n
x1 + x2 + · · · + xn ≤ .
3
13. (Turkey) Let n ≥ 2 be an integer, and x1 , x2 , . . . , xn positive reals such that x21 + x22 + · · · + x2n = 1.
Determine the smallest possible value of
14. (Poland 1995) Let n be a positive integer. Compute the minimum value of the sum
x22 x3 xn
x1 + + 3 + ··· + n,
2 3 n
where x1 , x2 , . . . , xn are positive reals such that
1 1 1
+ + ··· + = n.
x1 x2 xn
a4 b + b4 c + c4 d + d4 a ≥ abcd(a + b + c + d).
18. (Iran 1996) Show that for all positive real numbers a, b, c,
1 1 1 9
(ab + bc + ca) + + ≥
(a + b)2 (b + c)2 (c + a)2 4