1/19/2018 Proof of the Rearrangement Inequality
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Math Help > Inequalities > Inequality Methods > Rearrangement Inequality
The Rearrangement Inequality
Let (x) = x1,x2,...,xn and (y) = y1,y2,...,yn be two sequences of positive real numbers. Then the sum
x1y1+x2y2+...+xnyn
is maximized when (x) and (y) are ordered the same way (e.g. both in ascending order or both in
descending order), and the sum is minimized when (x) and (y) are ordered oppositely, with equality iff
(x) is constant or (y) is constant.
Definitions
Two sequences, (x) and (y), are defined as ordered the same way if for any i,j, xi > xj ==> yi ≥ yj and
yi > yj ==> xi ≥ xj,
or equivalently, for all i,j, xi ≤ xj or yi ≥ yj.
Two sequences, (x) and (y), are defined as ordered oppositely if for any i,j, xi > xj ==> yi ≤ yj and yi >
yj ==> xi ≤ xj,
or equivalently, for all i,j, xi ≥ xj or yi ≥ yj.
Proof
When n=2, (x2-x1)(y2-y1) ≥ 0 is equivalent to x1y1+x2y2 ≥ x1y2+x2y1, and (x2-x1)(y2-y1) ≤ 0 is
equivalent to x1y1+x2y2 ≤ x1y2+x2y1.
(x2-x1)(y2-y1) ≥ 0 iff (x) and (y) are ordered the same way, (x2-x1)(y2-y1) ≤ 0 iff (x) and (y) are ordered
oppositely, and (x2-x1)(y2-y1) = 0 if x2=x1 or y2=y1. This completes the proof of the n=2 case.
When n>2, suppose (x) and (y) are ordered the same way, but the sum,
S = x1y1+x2y2+...+xnyn
is not maximized. Then a permutation, (z), of (y) exists such that the sum,
T = x1z1+x2z2+...+xnzn
is maximal, with T larger than S. If (x) and (z) were not ordered the same way, then an i,j would exist
such that xi > xj and zi < zj. In this case, xizi+xjzj < xizj+xjzi (the n=2 case with strict inequality), so
interchanging zi and zj would result in a larger sum, contradicting maximality, so (x) and (z) are
ordered the same way.
Now we have (x) and (y) ordered the same way, giving a sum of S, and (x) and (z) ordered the same
way, giving a larger sum of T>S. But since (y) is a permutation of (z) and (y) and (z) are ordered the
same way, so for all i, yi=zi, and thus T=S.
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1/19/2018 Proof of the Rearrangement Inequality
Internet references
The Rearrangement Inequality, by K. Wu, South China Normal University, China and and
Andy Liu, University of Alberta, Canada (mirror)
PlanetMath: Rearrangement Inequality and its proof.
Related pages in this website
The rearrangement inequality is used to prove the Chebyshev Sum Inequality.
The AM-GM Inequality: the Arithmetic Mean of positive numbers is always greater than the
Geometric Mean. This is proved using Jensen's Inequality.
The Cauchy-Schwarz inequality
The Triangle Inequality
Puzzles
The Quadratic Formula
The webmaster and author of this Math Help site is Graeme McRae.
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