Prove that
\displaystyle \frac{a_1b_1}{c_1} + \cdots + \frac{a_nb_n}{c_n} \leq \frac{AB}{\sqrt{A^2+B^2}}
Harder version: prove that
\displaystyle \frac{a_1b_1}{c_1} + \cdots + \frac{a_nb_n}{c_n} \leq \frac{AB}{C}
Solution
For each i,
(\frac{1}{a_i^2} + \frac{1}{b_i^2})(\frac{1}{A^2} + \frac{1}{B^2}) \geq (\frac{1}{a_iA} + \frac{1}{b_iB})^2
and
(\frac{a_i}{A^3} + \frac{b_i}{B^3})(\frac{1}{a_iA} + \frac{1}{b_iB}) \geq (\frac{1}{A^2} + \frac{1}{B^2})^2
If we let S = 1/A^2 + 1/B^2, then two inequalities above can be combined to form:
(\frac{a_i}{A^3} + \frac{b_i}{B^3})\sqrt{\frac{1}{a_i^2} + \frac{1}{b_i^2}} \geq S^{3/2}
(\frac{a_i}{A^3} + \frac{b_i}{B^3}) \geq S^{3/2} \frac{a_ib_i}{c_i}
So, when we sum the last inequality over all i, we have:
(\frac{A}{A^3} + \frac{B}{B^3}) \geq S^{3/2} \sum \frac{a_ib_i}{c_i}
S^{-1/2} \geq \sum \frac{a_ib_i}{c_i}
So LHS \leq \frac{1}{\sqrt{S}} =RHS
Remark
The harder version is stronger than the easier version due to Minkowski's inequality, which asserts that C^2 \geq A^2+B^2
Solution for harder version
We wish to prove that
\sum_i c_i \sum_j \frac{a_jb_j}{c_j} \leq \sum_i a_i \sum_j b_j
Consider the expansion for both sides. If i=j then the product is a_ib_i, which is canceled in both LHS and RHS.
If i \neq j, then we assert that:
\frac{c_ia_jb_j}{c_j} +\frac{c_ja_ib_i}{c_i} \leq a_ib_j + a_jb_i
\iff c_i^2a_jb_j +c_j^2a_ib_i \leq (a_ib_j + a_jb_i)c_ic_j
\iff (a_i^2+b_i^2)a_jb_j +(a_j^2+b_j^2)a_ib_i \leq (a_ib_j + a_jb_i)c_ic_j
\iff (a_ib_j + a_jb_i)(a_ia_j + b_ib_j) \leq (a_ib_j + a_jb_i)c_ic_j
\iff a_ia_j + b_ib_j \leq c_ic_j
which is true by Cauchy, since c_i = \sqrt{a_i^2+b_i^2}
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