Mathematical Database

INEQUALITIES
UNIT 1

CLASSICAL INEQUALITIES

1. Inequality of the Means

To motivate our discussion, lets look at several situations.

(A) A man drove for 2 hours. In the first hour he travelled 16 km, and in the second hour he
travelled 32 km. What is his average speed for the whole journey?

(B) A man drove from City P to City Q at a speed of 16 km/h and returned at 32 km/h. What
is his average speed for the whole journey?

(C) In the traditional Chinese game mahjong, the value (in order not to encourage gambling
we use the term value in place of payoff) of a hand is determined by the number of
points of the hand and usually grows in a geometric sequence. For instance,
Points

Value

16

32

64

128

256

But in this case the value grows too fast. Some people want to modify it so that the value
doubles every 2 points rather than every point. For instance,
Points

Value

16

32

What should be x, y and z? Some people tend to simply put x = 6 , y = 12 and z = 24 , but
then the numbers in the second row will no longer form a geometric sequence. Can we
choose x, y, z so that 4, x, 8, y, 16, z, 32 form a geometric sequence?

These questions should be fairly easy. For (A), the average speed is
16 + 32
= 24 km/h .
2

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For (B), suppose the distance between P and Q is d km. Then the time taken for the journey
d
d
from P to Q and the return journey are
and
hours, respectively. Hence the average speed is
16
32
d
16

2d
=
+ 32d

1
16

2
64
km/h .
=
1
+ 32
3

For (C), in order that the numbers form a geometric sequence, we must have

x 8
= , i.e.
4 x

x = 4 8 = 4 2 . Similarly, we get y = 8 16 = 8 2 and z = 16 32 = 16 2 .

The above three situations illustrate the three means that we are going to study. In (A), the
16 + 32
= 24 , the usual mean, is known as the arithmetic mean (A.M.). The mean in (B),
mean
2
2
64
=
, is known as the harmonic mean (H.M.). The mean in (C), 16 32 = 16 2 , is known
1
1
+
3
16
32
as the geometric mean (G.M.).

In general, given n positive numbers a1 , a2 ,, an we define the three means as follows:

a1 + a2 + + an
n
G.M. = n a1a2 an
A.M. =

H.M. =

1
a1

n
+

1
a2

+ a1

From the previous three examples, we see that for the particular case n = 2 , a1 = 16 and
a2 = 32 , A.M. G.M. H.M.. Indeed, for n = 2 this is not hard to prove:
1
a1

2a a
2
= 1 2 =
1
+a
a1 + a2
2

2a1a2

a1 a2

+ 2 a1a2

2a1a2
2 a1a2

= a1a2

( a1 + a2 ) ( a1 a2 )
2

=
=

( a1 + a2 )

a1 + a2
2

In fact, this is true for the n-variable case in general. We have

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Theorem 1.1. (AM-GM-HM inequality)

Let a1 , a2 , , an be positive numbers. Then A.M. G.M. H.M. for these numbers, i.e.
a1 + a2 +
n

+ an

Equality holds if and only if a1 = a2 =

n a1a2

an

1
a1

1
a2

n
+

+ a1n

= an .

Example 1.1.
Prove that for positive real numbers a, b, c,

( a + b + c ) 1 + 1 + 1 9 .
a b c

Solution.
By the AM-HM inequality,
a+b+c
3
1 1 1.
3
a + b + c
1 1 1
Hence ( a + b + c ) + + 9 .
a b c

Example 1.2.
Let a and b be real numbers such that a > b > 0 . Determine the least possible value of
a+

1
.
b( a b)

Solution.
By the AM-GM inequality,
a+

1
1
1
= ( a b) + b +
3 3 ( a b) b
=3.
b( a b)
b( a b)
b( a b)

Equality holds if a b = b =

1
, i.e. a = 2 and b = 1 .
b( a b)

Hence the answer is 3.

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2. The Cauchy-Schwarz Inequality

Before formally presenting the inequality, lets consider an example.

Example 2.1.
Let a, b, c, d be real numbers. Prove that (a 2 + c 2 )(b 2 + d 2 ) (ab + cd ) 2 .
Determine when equality holds.

Solution.
If any one of a, b, c, d is zero, the inequality is trivial.
In particular, if a = b = 0 or c = d = 0 , then equality holds.
Assume a, b, c, d are non-zero.
Then a 2 d 2 and b 2c 2 are positive. By the AM-GM inequality, we have
a 2 d 2 + b 2 c 2 2 (a 2 d 2 )(b 2 c 2 ) = 2 abcd 2abcd .

Adding a 2b 2 + c 2 d 2 on both sides, we have

a 2b 2 + c 2 d 2 + a 2 d 2 + b 2c 2 a 2b 2 + c 2 d 2 + 2abcd ,
i.e.
(a 2 + c 2 )(b 2 + d 2 ) (ab + cd ) 2 .
Equality holds if and only if a 2 d 2 = b 2c 2 and abcd = abcd , i.e. ad = bc .
Combining all cases, equality holds if and only if ad = bc .

Basically, the above inequality says that the product of the sum of squares is greater than the
square of the sum of products. Indeed, this generalizes to 2n variables. We have

Theorem 2.1. (Cauchy-Schwarz inequality)

Let a1 , a2 , , an , b1 , b2 , , bn be real numbers. Then

(a12 + a2 2 +

+ an 2 )(b12 + b2 2 +

+ bn 2 ) (a1b1 + a1b2 +

+ anbn ) 2 .

Equality holds if and only if ai b j = a j bi for all i, j, i.e.

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a1 a2
=
=
b1 b2

an
or b1 = b2 =
bn

= bn = 0 .

Illustration. Take a1 = 2 , a2 = 3 , a3 = 5 , b1 = 1 , b2 = 0 , b3 = 4 . Then

(a12 + a22 + a33 )(b12 + b22 + b32 ) = 646
(a1b1 + a2b2 + a3b3 ) 2 = 324

Remark 1. An easy way to memorise the Cauchy-Schwarz inequality is

a b ( ab )
2

which actually means

2

ai bi aibi .

i =1
i =1
i =1

Remark 2. By a slight modification, the Cauchy-Schwarz inequality holds for complex numbers as
well. In fact, if a1 , a2 , , an , b1 , b2 , , bn are complex numbers, then

(a

+ a2 +
2

+ an

)( b

+ b2 +

+ bn

) ab +ab +
1 1

1 2

+ anbn .
2

Equality holds if and only if ai b j = a j bi for all i, j.

Example 2.2.
Prove that for positive real numbers a, b, c,

( a + b + c ) 1 + 1 + 1 9 .
a b c

Solutions.
Note that this is the same inequality as in Example 1.1.
Here we apply the Cauchy-Schwarz inequality. We have
1 1 1
(a + b + c) + + =
a b c

1 2 1 2 1 2

c
+
+
a b c

( a) +( b) +( )
2

1
1
1

a
+ b
+ c

a
b
c

=9

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Remark. Equality holds if and only of

a
1

b
1

c
1

, i.e. a = b = c .

Example 2.3.
Let x and y be real numbers such that x 1 y 2 + y 1 x 2 = 1 .
Prove that x 2 + y 2 = 1 .

Solution.
By the Cauchy-Schwarz inequality (with a1 = x , a2 = 1 x 2 , b1 = 1 y 2 , b2 = y ), we have

x 1 y 2 + y 1 x2 x2 +

1 x2

) y + (
2

1 y2

) = 1 .
2

Equality holds if and only if

x
1 y2

1 x2
,
y

i.e. x 2 y 2 = (1 x 2 )(1 y 2 ) , or x 2 + y 2 = 1 .
Now x 1 y 2 + y 1 x 2 = 1 , so we must have x 2 + y 2 = 1 .

The Cauchy-Schwarz inequality is unique in its special condition for equality case. Most other
inequalities have equality case when the variables are equal. Indeed, observing the equality case is
one important technique in proving inequalities, as we shall see in Unit 2.

3. The rearrangement inequality

A class of 40 students is split into four groups, A, B, C and D, with 7, 8, 12 and 13 students
respectively. Each group is to choose a type of shirts to represent their group. These are four types
of shirts, and their unit prices are $10, $15, $20 and $25 respectively. Of course, each student will
buy a shirt representing his group and each group will choose a different type of shirts. What
matching between groups and shirts will yield a minimum total expenses of the class on shirts?
What matching will yield a maximum?

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It is quite intuitive that the total expenses will be minimum when Group D, with the largest
number of students, chooses the least expensive type of shirts, Group C chooses the second least
expensive type of shirts, and so on. By contrast, maximality occurs when Group D chooses the most
expensive type of shirts, Group C the second most expensive type of shirts and so on.
The above situation illustrates the following:

Theorem 3.1. (Rearrangement Inequality)

If ai and bi (i = 1, 2, , n) are real numbers such that
a1 a2

an and b1 b2

bn ,

then
a1b1 + a2b2 +

+ anbn a1b j1 + a2b j 2 +

+ anb jn a1bn + a2bn 1 +

+ anb1 ,

where { j1 , j2 , , jn } is a permutation of {1, 2, , n} . In other words,

Direct Sum Random Sum Reverse Sum.
Equality holds if and only if a1 = a2 =

= an or b1 = b2 =

= bn .

Illustration. In the above example, a1 = 13, a 2 = 12, a 3 = 8, a 4 = 7, b1 = 25, b2 = 20, b3 = 15,

b4 = 10. We have
Direct sum = 13(25) + 12(20) + 8(15) + 7(10) = 755
A random sum = 13(20) + 12(15) + 8(25) + 7(10) = 710
Reverse sum = 13(10) + 12(15) + 8(20) + 7(25) = 645

Example 3.1.
Let a1 , a2 , , an be positive real numbers and {b1 , b2 , , bn } be a permutation of {a1 , a2 , , an } .
Prove that
a1 a2
+ +
b1 b2

an
n.
bn

Solution.
Without loss of generality, assume a1 a2

an . Then

1
1

an an 1

1
.
a1

By the fact that Random Sum Reverse Sum, we have

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a1 a2
+ +
b1 b2

1
+ an
bn
1
+ an
an

1
1
an
= a1 + a2 +
bn
b1
b2
1
1
a1 + a2 +
a1
a2
=n

as desired.

4. Other Inequalities

In this section we will look at generalizations and variations to the three inequalities we have
learned.

We first look at two generalizations of the AM-GM inequality. For any real number s and
positive real numbers a1 , a2 , , an , we define
a s + a2 s +
Ms = 1
n

+ an s s

to be the s-power mean of a1 , a2 , , an . It is clear from this definition that M 1 is the familiar AM
and M 1 is the HM. A little knowledge in calculus would enable us to define M 0 as
lim M s = (a1a2
s 0

an )1/ n which is the GM. Hence Theorem 1.1 says M 1 M 0 M 1 . The following

theorem generalizes this to any M s .

Theorem 4.1. (Power Mean Inequality)

Let a1 , a2 , , an be positive real numbers and s, t be real numbers such that s > t . Then
M s Mt .
Equality holds if and only if a1 = a2 =

= an .

Remark. The number

M2 =

a12 + a2 2 +
n

+ an 2

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is usually known as the root mean square (RMS) or quadratic mean (QM) of a1 , a2 , , an .
Also, it is customary to define
M + = lim M s = max {a1 , a2 ,..., an }
s +

M = lim M s = min {a1 , a2 ,..., an }

s

This implies that all means lie between the maximum and minimum of the group of numbers.

Example 4.1.
Given a set of data x1 , x2 , , xn with mean (the usual arithmetic mean) x , we define the mean
deviation d and the standard deviation as
d=

1 n
xi x
n i =1
1 n
2
( xi x )

n i =1

Show that d .

Solution.
Consider the n non-negative numbers x1 x , x2 x , , xn x .
If all of these are zeros the result is trivial.
So we assume that exactly k of these numbers are non-zero, and without loss of generality we may
assume that the first k of them are non-zero.
Applying the RMS-AM inequality ( M 2 M 1 ) on these k numbers, we have
1 n
1 n
2

x
x
xi x .

i
k i =1
k i =1
Note that

k
k
k
1 , so
. Multiplying this to the above inequality, we get
n
n
n
1 n
1 n
2
x

( xi x ) ,

i
n i =1
n i =1

i.e.

d .

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Again let a1 , a2 , , an be positive real numbers. We define Pk to be the average of all

products of k of the ai s, i.e.
a1 + a2 + + an
n
a a + a a + + a1an + a2 a3 +
P2 = 1 2 1 3
1
n(n 1)
2
P1 =

Pn = a1a2

+ an 1an

an

Hence the AM is simply P1 and the GM is Pn1/ n . Theorem 1.1 says P1 Pn1/ n . The following
theorem generalizes this.

Theorem 4.2. (Maclaurins Symmetric Mean Inequality)

For positive real numbers a1 , a2 , , an ,
P1 P21/ 2
Equality holds if and only if a1 = a2 =

Pn1/ n .

= an .

Example 4.2.
Prove that for positive real numbers a, b, c,
1 1 1 a 8 + b8 + c 8
+ +
a b c
a 3b3c 3

Solution.
1

a 8 + b8 + c 8 8 a + b + c
Since M 8 M 1 , we have
.

3
3

By the symmetric mean inequality,

P18 = P16 P12 ( P31/ 3 ) ( P21/ 2 ) ,
6

i.e.
2
a + b + c (abc) (ab + bc + ca)

3
3

Combining these results, we have

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a 8 + b8 + c 8
1
(abc) 2 (ab + bc + ca) 1 1 1
a+b+c

= + + .
3

3
a 3b 3 c 3
3
( abc)3
a b c

( abc)
8

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Now we proceed to look at a generalization of the Cauchy-Schwarz inequality.

Theorem 4.3. (Hlders Inequality)

Let a1 , a2 , , an , b1 , b2 , , bn be complex numbers, p, q be real numbers greater than 1 such that
1 1
+ = 1 . Then
p q
a1b1 + a1b2 +
Equality holds if and only if

+ anbn a1 + a2 +
a1 a2
=
=
b1 b2

an

) (b
1
p

+ b2 +
q

bn

1
q q

an
.
bn

Remark. The Cauchy-Schwarz inequality is a special case of Hlders inequality with p = q = 2 .

Example 4.3.
Prove that for positive real numbers a, b, c,
a 3 + b 3 + c 3 a 2b + b 2 c + c 2 a .

Solution.
Setting p =

3
, q = 3 in Hlders inequality, we have
2
2

3
3
3 3
1

a 2b + b 2 c + c 2 a ( a 2 ) 2 + ( b 2 ) 2 + ( c 2 ) 2 ( a 3 + b 3 + c 3 ) 3

3
3
3
= a +b +c

Alternative Solution.
Without loss of generality, assume a b c . Then a 2 b 2 c 2 .
Since Direct Sum Random Sum, we have
a 2 (a ) + b 2 (b) + c 2 (c) a 2 (b) + b 2 (c) + c 2 ( a) ,
i.e.
a 3 + b 3 + c 3 a 2b + b 2 c + c 2 a .

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Finally, we will look at a variation of the rearrangement inequality. The rearrangement

inequality says
Direct Sum Random Sum Reverse Sum.
Now instead of the random sum, we put another expression in the middle. This is given by the
following theorem.

Theorem 4.4. (Chebyschevs Inequality)

Let a1 , a2 , , an , b1 , b2 , , bn be real numbers, a1 a2
a1b1 + a2b2 +

+ anbn

(a1 + a2 +

Equality holds if and only if a1 = a2 =

+ an )(b1 + b2 +
n

= an or b1 = b2 =

an , b1 b2
+ bn )

bn . Then

a1bn + a2bn 1 +

+ anb1 .

= bn .

Example 4.4.
Let a1 , a2 , , an be positive real number less than 1, a1 + a2 +
a1
a
+ 2 +
1 a1 1 a2

+ an = S . Prove that

an
nS

.
1 an n S

Solution.
Without loss of generality assume a1 a2
Then 1 an 1 an 1

an .

1 a1 and so
a1
a
2
1 a1 1 a2

an
.
1 an

By Chebyschevs inequality,
S = a1 + a2 +

+ an
an
(1 an )
1 an

a1
a
(1 a1 ) + 2 (1 a2 ) +
1 a1
1 a2

a
1 a1
+ 2 +

n 1 a1 1 a2

an
[ (1 a1 ) + (1 a2 ) +
1 an

1 a1
a
+ 2 +

n 1 a1 1 a2

an
(n S )
1 an

+ (1 an ) ]

Hence

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a1
a
+ 2 +
1 a1 1 a2

an
nS

.
1 an n S

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5. Exercises

In the following, all variables denote positive real numbers.

1.

Prove that if
(1 + a1 )(1 + a2 )

(1 + an ) = 2n ,

then
a1a2

2.

Prove that
a12 a2 2
+
+
a2
a3

3.

an 1 .

an 2
+
a1 + a2 +
a1

+ an .

Prove that if a, b, c are less than 1 and a + b + c = 2 , then

abc
8.
(1 a)(1 b)(1 c)

4.

Prove that

a
b
c
3
+
+
.
b+c c+a a+b 2

5.

(IMO 1978) Let a1 , a2 , , an be distinct positive integers. Prove that

1+

1
+
2

1
a
a1 + 22 +
n
2

an
.
n2

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