Chapter 1

Inequalites

1.1 Cauchy’s Inequality

Theorem 1.1.1. Let (a1 , a2 , . . . , an ) and (b1, b2, . . . , bn) be two sequences of real numbers, then

(a1 b1 + · · · + an bn )2 ≤ (a21 + · · · + a2n )(b21 + · · · + b2n )

or in summation notation !2 ! !
n
X n
X n
X
ai bi ≤ a2i b2i
i=1 i=1 i=1

with equality if and only if the sequences (a1 , a2 , . . . , an ) and (b1, b2, . . . , bn) are proportional,
i.e., there is a constant λ such that ak = λbk for each k ∈ {1, 2, ..., n}.

1. Proof. Using the distributive law of double summation:

n X
X n n
X n
X
ai bj = ai bj
i=1 j=1 i=1 j=1

n X
X n X n
n X X n
n X X n
n X
(ai bj − aj bi )2 = a2i b2j + a2j b2i − 2ai bj aj bi
i=1 j=1 i=1 j=1 i=1 j=1 i=1 j=1
 
n
X n
X n
X n
X Xn n
X
= a2i b2j + b2i a2j − 2  ai bi aj bj 
i=1 j=1 i=1 j=1 i=1 j=1
n n n n n n
!
X X X X X X
= a2i b2i + b2i a2i −2 ai bi a i bi
i=1 i=1 i=1 i=1 i=1 i=1
n n n
!2
X X X
=2 a2i b2i −2 ai bi
i=1 i=1 i=1

Since the left hand side is greater or equal to zero we have the desired result. If ak = λbk for
each k ∈ {1, 2, ..., n} then
ai bj − aj bi = λbi bj − λbj bi = 0
and equality will hold.
2. If n ∈ N and a1 , . . . , an and b1 , . . . , bn are real numbers, then

(a1 b1 + · · · + an bn )2 ≤ (a21 + · · · + a2n )(b21 + · · · + b2n )

Moreover, if not all of the bj = 0, then equality holds if and only if a1 = sb1 , . . . an = sbn for
some s ∈ R

Proof. We define a function F such that

F (t) = (a1 − tb1 )2 + · · · + (an − tbn )2

1
2 CHAPTER 1. INEQUALITES

Note that F (t) ≥ 0 for all t ∈ R. Expanding the squares we get

F (t) = At2 − 2Bt + C ≥ 0

where
A = b21 + · · · + b2n , B = a1 b1 + · · · + an bn C = a21 + · · · + a2n

Since the quadratic function F (t) is nonnegative it cannot have two distinct real roots and
the determinant
∆ = (−2B)2 − 4AC = 4(B 2 − AC) ≤ 0
. Thus we must have B 2 ≤ AC which proves our assertion. Note that F (t) = 0 only when
all an − tbn ’s are equal to 0.

3. We will now use induction to prove Cauchy’s inequality:

Proof. Consider the Cauchy’s inequality for n = 2 which says

(a1 b1 + a2 b2 )2 ≤ (a21 + a22 )(b21 + b22 )

after cancellations and collecting terms to one side we get

0 ≤ (a1 b2 )2 − 2(a1 b2 )(a2 b1 ) + (a2 b1 )2 = (a1 b2 − a2 b1 )2

the nonnegativity of this term confirms the truth of the inequality for n = 2

(a1 b1 + · · · + an bn )2 ≤ (a21 + · · · + a2n )(b21 + · · · + b2n )

(a1 b1 + · · · + an bn ) + an+1 bn+1 ≤ (a21 + · · · + a2n )1/2 (b21 + · · · + b2n )1/2 + an+1 bn+1
Now for n = 2 Cauch’s inequality is of the form:

αβ + cd ≤ (α2 + c2 )1/2 (β 2 + d2 )1/2

Taking α = (a21 + · · · + a2n )1/2 , β = (b21 + · · · + b2n )1/2 , c = an+1 and d = bn+1 we get

a1 b1 + · · · + an bn + an+1 bn+1 ≤ (a21 + · · · + a2n )1/2 (b21 + · · · + b2n )1/2 + an+1 bn+1
≤ (a21 + · · · + a2n + a2n+1 )(b21 + · · · + b2n + b2n+1 )

Which completes the induction step.

4. Suppose that we have two sequences such that

∞
X ∞
X
a2k < ∞ and b2k < ∞
k=1 k=1

We know that

0 ≤ (x − y)2 = x2 − 2xy + y 2

which gives us

1 2 1 2
xy ≤ x + y
2 2
Substituting x = |ak | and y = |bk | and summing over all k we get
∞ ∞ ∞
X 1X 2 1X 2
|ak bk | ≤ ak + bk
2 2
k=1 k=1 k=1

The additive bound (1.6) has two terms on the right-hand side, and Cauchy’s inequality has
just one. Thus, as a first step, we might look for a way to combine the two terms of the
1.1. CAUCHY’S INEQUALITY 3

additive bound, and a natural way to implement this idea is to normalize the sequences {ak }
and {bk } so that each of the right-hand sums is equal to one.

∞
! 12 ∞
! 12
X X
âk = ak / a2k and b̂k = bk / b2k
k=1 k=1

which are normalized in the sense that

∞ ∞ ∞
( !)
X X X
â2k = a2k / a2k =1
k=1 k=1 k=1

and
∞ ∞ ∞
( !)
X X X
b̂2k = b2k / b2k =1
k=1 k=1 k=1

Substituting in the inequality

∞ ∞ ∞
X 1X 2 1X 2
âk b̂k ≤ âk + âk = 1
2 2
k=1 k=1 k=1

In terms of the original values

∞ 

∞
! 12   ∞
! 12 
X X  X 
ak / a2k bk / b2k ≤1
  
k=1 k=1 k=1

which give us the Cauchy’s inequality

∞ ∞
! 12 ∞
! 21
X X X
ak bk ≤ a2k b2k
k=1 k=1 k=1

5. The dot product form of the cauchy’s Inequality states that for any vectors u and v in a
vector space V : √ √
u·v ≤ u·u v·v
√
Proof.
√ We rescale u and v to new vectors which have the same√length; namely √ ( v · v)u and
( u · u)v. We take the difference of these two vectors: w = ( u · u)v − ( v · v)u. We now
compute the dot product of this vector with itself:
√ √ √ √
0 ≤ w · w = (( u · u)v − ( v · v)u) · (( u · u)v − ( v · v)u)
√ √
= (u · u)(v · v) − 2 u · u v · v(u · v) + (v · v)(u · u)
√ √
= 2(u · u)(v · v) − 2 u · u v · v(u · v)
√ √
2 u · u v · v(u · v) ≤ 2(u · u)(v · v)
√ √
(u · v) ≤ u · u v · v
4 CHAPTER 1. INEQUALITES
Chapter 2

Olympiad Inequalites

2.1 Numerical Inequalities

2.1.1 Order in the Real numbers
Elementary Properties
Prove the following
1. If a < b and c is any number, then a + c < b + c
2. if a < b and c > 0, then ac < bc
3. Given two numbers a and b, exactly one of the following assertions is satisfied, a = b, a > b
or a < b.
4. a < 0, b < 0 ⇒ ab > 0.
5. a < 0, b > 0 ⇒ ab < 0.
6. a < b, b < c ⇒ a < c.
7. a < b, c < d ⇒ a + c < b + d.
8. a < b ⇒ −b < −a.
1
9. a > 0 ⇒ a >0
1
10. a < 0 ⇒ a <0
a
11. a > 0, b > 0 ⇒ b >0
12. 0 < a < b, 0 < c < d ⇒ ac < bd.
13. a > 1 ⇒ a2 > a.
14. 0 < a < 1 ⇒ a2 < a.
Prove
1. If a > 0, b > 0 and a2 < b2 , then a < b.
a
2. If b > 0, we have that b > 1 if and only if a > b.

2.2 Triangle Inequality

For any pair of real numbers a and b,
|a + b| ≤ |a| + |b|.
Moreover, the equality holds if and only if ab ≥ 0.
Proof Both sides of the inequality are positive therefore it is sufficient to verify that |a + b|2 ≤
(|a| + |b|)2 :
|a+b|2 = (a+b)2 = a2 +2ab+b2 = |a|2 +2ab+|b|2 ≤ |a|2 +2|ab|+|b|2 = |a|2 +2|a||b|+|b|2 = (|a|+|b|)2
In the previous relations we observe only one inequality, which is obvious since ab ≤ |ab|. Note
that, when ab ≥ 0, we can deduce that ab = |ab| = |a||b|, and then the equality holds.

5
6 CHAPTER 2. OLYMPIAD INEQUALITES

2.2.1 Exercises
Prove the following:
1. |a − b| ≤ |a| + |b|

2. ||a| − |b|| ≤ |a + b|
3. ||a| − |b|| ≤ |a − b|
4. ||a| − |b|| ≤ |a ± b| ≤ |a| + |b|

5. |a + b + c| ≤ |a| + |b| + |c|

6. | ± x1 ± x2 ± · · · ± xn | ≤ |x1 | + |x2 | + · · · + |xn |

2.3 Miscellaneous
Let x, y, a, b be real numbers, prove that
1. x2 + xy + y 2 ≥ 0
2. x > 0, y > 0 ⇒ x2 − xy + y 2 ≥ 0

3.
|a| + |b| + |c| − |a + b| − |b + c| − |c + a| + |a + b + c| ≥ 0

Let a, b be real numbers such that 0 ≤ a ≤ b ≤ 1. Prove that

1.
b−a
0≤ ≤1
1 − ab
2.
a b
0≤ + ≤1
1+b 1+a
3.
1
0 ≤ ab2 − ba2 ≤
4