2000 USAMO Problems/Problem 6

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Problem

Let $a_1, b_1, a_2, b_2, \dots , a_n, b_n$ be nonnegative real numbers. Prove that

\[\sum_{i, j = 1}^{n} \min\{a_ia_j, b_ib_j\} \le \sum_{i, j = 1}^{n} \min\{a_ib_j, a_jb_i\}.\]

Solution

Credit for this solution goes to Ravi Boppana.

Lemma 1: If $r_1, r_2, \ldots , r_n$ are non-negative reals and $x_1, x_2, \ldots x_n$ are reals, then

\[\sum_{i, j}\min(r_{i}, r_{j}) x_{i}x_{j}\ge 0.\]

Proof: Without loss of generality assume that the sequence $\{r_i\}$ is increasing. For convenience, define $r_0=0$. The LHS of our inequality becomes

\[\sum_{i}r_{i}x_{i}^{2}+2\sum_{i < j}r_{i}x_{i}x_{j}\, .\]

This expression is equivalent to the sum

\[\sum_{i}(r_{i}-r_{i-1})\biggl(\sum_{j=i}^{n}x_{j}\biggr)^{2}\, .\]

Each term in the summation is non-negative, so the sum itself is non-negative. $\blacksquare$

We now define $r_i=\frac{\max(a_i,b_i)}{\min(a_i,b_i)}-1$. If $\min(a_i,b_i)=0$, then let $r_i$ be any non-negative number. Define $x_i=\text{sgn}(a_i-b_i)\min(a_i,b_i)$.

Lemma 2: $\min(a_{i}b_{j}, a_{j}b_{i})-\min(a_{i}a_{j}, b_{i}b_{j}) =\min(r_{i}, r_{j}) x_{i}x_{j}$

Proof: Switching the signs of $a_i$ and $b_i$ preserves inequality, so we may assume that $a_i>b_i$. Similarly, we can assume that $a_j>b_j$. If $b_ib_j=0$, then both sides are zero, so we may assume that $b_i$ and $b_j$ are positive. We then have from the definitions of $r_i$ and $x_i$ that

\begin{eqnarray*}r_{i}& = &\frac{a_{i}}{b_{i}}-1\\ r_{j}& = &\frac{a_{j}}{b_{j}}-1\\ x_{i}& = & b_{i}\\ x_{j}& = & b_{j}\, .\end{eqnarray*}

This means that

\begin{eqnarray*}\min(r_{i}, r_{j}) x_{i}x_{j}& = &\min\bigl(\frac{a_{i}}{b_{i}}-1,\frac{a_{j}}{b_{j}}-1\bigr) b_{i}b_{j}\\ & = &\min(a_{i}b_{j}, a_{j}b_{i})-b_{i}b_{j}\\ & = &\min(a_{i}b_{j}, a_{j}b_{i})-\min(a_{i}a_{j}, b_{i}b_{j})\, .\end{eqnarray*}

This concludes the proof of Lemma 2. $\blacksquare$

We can then apply Lemma 2 and Lemma 1 in order to get that

\begin{eqnarray*}\sum_{i,j}\min(a_{i}b_{j}, a_{j}b_{i})-\sum_{i, j}\min(a_{i}a_{j}, b_{i}b_{j}) & = &\sum_{i, j}\left[\min(a_{i}b_{j}, a_{j}b_{i})-\min(a_{i}a_{j}, b_{i}b_{j})\right]\\ & = &\sum_{i, j}\min(r_{i}, r_{j}) x_{i}x_{j}\\ &\ge & 0\, .\end{eqnarray*}

This implies the desired inequality.

Solution 2

Let $a_1,\dots,a_n,b_1,\dots,b_n\ge0$. Fix $\tau>0$ and define \[\mathop{\mathrm{softmin}}_\tau(x,y) :=-\tau\ln\!\bigl(e^{-x/\tau}+e^{-y/\tau}\bigr) \;=\; \min_{p_1+p_2=1}\Bigl\{p_1x+p_2y+\tau\bigl(-p_1\ln p_1-p_2\ln p_2\bigr)\Bigr\}.\]

For each pair $(i,j)$ let \[p_{ij}^*=(p_{ij}^{(1)},p_{ij}^{(2)})\] be the minimizer in the variational formula for $\mathop{\mathrm{softmin}}_\tau(a_i b_j,\,a_j b_i)$. Then by definition \[\mathop{\mathrm{softmin}}_\tau(a_i b_j,\,a_j b_i) =p_{ij}^{(1)}\,a_i b_j+p_{ij}^{(2)}\,a_j b_i +\tau H\bigl(p_{ij}^*\bigr),\] while for the “pure’’ pair we have the upper bound \[\mathop{\mathrm{softmin}}_\tau(a_i a_j,\,b_i b_j) \;\le\; p_{ij}^{(1)}\,a_i a_j+p_{ij}^{(2)}\,b_i b_j +\tau H\bigl(p_{ij}^*\bigr).\] Hence term‐by‐term \[\mathop{\mathrm{softmin}}_\tau(a_i a_j,b_i b_j) \;\le\; \mathop{\mathrm{softmin}}_\tau(a_i b_j,a_j b_i),\] and summing over $i,j=1,\dots,n$ gives \[\sum_{i,j}\mathop{\mathrm{softmin}}_\tau(a_i a_j,b_i b_j) \;\le\; \sum_{i,j}\mathop{\mathrm{softmin}}_\tau(a_i b_j,a_j b_i).\] Finally let $\tau\to0^+$; since $\mathop{\mathrm{softmin}}_\tau(x,y)\to\min(x,y)$, we recover \[\sum_{i,j}\min(a_i a_j,b_i b_j) \;\le\; \sum_{i,j}\min(a_i b_j,a_j b_i),\] as required.

See Also

2000 USAMO (ProblemsResources)
Preceded by
Problem 5
Followed by
Last Question
1 2 3 4 5 6
All USAMO Problems and Solutions

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