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Volume 5, Number 4 September 2000 – November 2000

Olympiad Corner Jensen’s Inequality


Kin Y. Li
The 41st International Mathematical
Olympiad, July 2000: In comparing two similar expressions,  x + x2 +  + x n 
often they involve a common function. f 1 
Time allowed: 4 hours 30 minutes  n 
To see which expression is greater, the
Each problem is worth 7 points. f ( x1 ) + f ( x 2 ) +  + f ( x n )
shape of the graph of the function on an ≤ .
Problem 1. Two circles Γ1 and Γ2 interval is every important. A function f n
is said to be convex on an interval I if for For strictly convex functions, equality
intersect at M and N. Let " be the
holds if and only if x1 = x2 =  = x n .
common tangent to Γ1 and Γ2 so that M any two points ( x1 , f( x1 )) and ( x 2 ,
Generalized Jensen’s Inequality. Let f
is closer to " than N is. Let " touches Γ1 f( x 2 )) on the graph, the segment joining
be continuous and convex on an interval I.
at A and Γ2 at B. Let the line through M these two points lie on or above the graph
If x1 , ..., x n are in I and 0 < t1 , t 2 , ..., t n <
of the function over [ x1 , x 2 ]. That is,
parallel to " meets the circle Γ1 again at 1 with t1 + t 2 +  + t n = 1 , then
f ((1 − t ) x1 + tx 2 ) ≤ (1 − t ) f ( x1 ) + tf ( x 2 )
C and the circle Γ2 at D. Lines CA and f (t1 x1 + t 2 x 2 +  + t n x n )
DB meet at E; lines AN and CD meet at P; for every t in [0, 1]. If f is continuous on I,
then it is equivalent to have ≤ t1 f ( x1 ) + t 2 f ( x 2 ) +  + t n f ( xn )
lines BN and CD meet at Q. Show that EP
= EQ.  x + x 2  f ( x1 ) + f ( x 2 ) (with the same equality condition for
f 1 ≤ strictly convex functions).
Problem 2. Let a, b, c be positive real  2  2
Jensen’s inequality is proved by doing a
numbers such that abc = 1. Prove that for every x1 , x 2 in I. If furthermore f is
(a − 1 + 1 / b)(b − 1 + 1 / c)(c − 1 + 1 / a ) ≤ 1 forward induction to get the cases n = 2 k ,
differentiable, then it is equivalent to have
then a backward induction to get case n –
a nondecreasing derivative. Also, f is
Problem 3. Let n ≥ 2 be a positive strictly convex on I if f is convex on I and 1 from case n by taking x n to be the
integer. Initially, there are n fleas on a equality holds in the inequalities above arithmetic mean of x1 , x 2 , …, x n−1 . For
horizontal line, not all at the same point. only when x1 = x 2 . We say a function g the generalized Jensen’s inequality, the
For a positive real number λ , define a is concave on an interval I if the case all t i ’s are rational is proved by
move as follows: function –g is convex on I. Similarly, g is taking common denominator and the other
Choose any two fleas, at points A and B, strictly concave on I if –g is strictly cases are obtained by using continuity of
with A to the left of B; let the flea at A convex on I. the function and the density of rational
jump to the point C on the line to the line The following are examples of strictly numbers.
to the right of B with BC/AB = λ . convex functions on intervals: There are similar inequalities for concave
(continued on page 4) x p on [0, ∞ ) for p > 1, and strictly concave functions by
Editors: 張 百 康 (CHEUNG Pak-Hong), Munsang College, HK
reversing the inequality signs.
高 子 眉 (KO Tsz-Mei) x p on (0, ∞ ) for p < 0,
梁 達 榮 (LEUNG Tat-Wing), Appl. Math Dept, HKPU Example 1. For a triangle ABC, show that
李 健 賢 (LI Kin-Yin), Math Dept, HKUST a x on ( −∞ , ∞ ) for a > 1, 3 3
吳 鏡 波 (NG Keng-Po Roger), ITC, HKPU sin A + sin B + sin C ≤ and
Artist: 楊 秀 英 (YEUNG Sau-Ying Camille), MFA, CU
π 2
tan x on [0, ) .
2 determine when equality holds.
Acknowledgment: Thanks to Elina Chiu, MATH Dept,
HKUST for general assistance. The following are examples of strictly Solution. Since f (x) = sin x is strictly
On-line: http://www.math.ust.hk/mathematical_excalibur/
concave functions on intervals: concave on [0, π ], so
x p on [0, ∞ ) for 0 < p < 1, sin A + sin B + sin C
The editors welcome contributions from all teachers and
students. With your submission, please include your name, log a x on (0, ∞ ) for a > 1, = f ( A) + f ( B) + f (C )
address, school, email, telephone and fax numbers (if
available). Electronic submissions, especially in MS Word, cos x on [ −π / 2, π / 2 ],  A+ B+C 
are encouraged. The deadline for receiving material for the ≤ 3f  
next issue is December 10, 2000. sin x on [0, π ].  3 
For individual subscription for the next five issues for the
01-02 academic year, send us five stamped self-addressed The most important inequalities  A+ B+C 
envelopes. Send all correspondence to: con-cerning these functions are the = 3 sin  
Dr. Kin-Yin Li following.  3 
Department of Mathematics
Hong Kong University of Science and Technology
Jensen’s Inequality. If f is convex on an 3 3
Clear Water Bay, Kowloon, Hong Kong interval I and x1 , x2 , ..., xn are in I, then = .
2
Fax: 2358-1643
Email: makyli@ust.hk
Mathematical Excalibur, Vol. 5, No. 4, Sep 00 – Nov 00 Page 2

Equality holds if and only if A = B = C = then S s ≤ S t . Equality holds if and only Since f (x) = e x is strictly convex on
π /3, i.e. ∆ABC is equilateral. if a1 = a 2 =  = a n . ( −∞ , ∞ ), by the generalized Jensen’s
Example 2. If a, b, c > 0 and Remarks. S1 is the arithmetic mean (AM) inequality,
a + b + c = 1, and S −1 is the harmonic mean (HM) and x1i / p y1i / q = f (t1 ln xi + t 2 ln yi )
then find the minimum of S 2 is the root-mean-square (RMS) of a1 , x y
10 10 10 ≤ t1 f (ln xi ) + t 2 f (ln yi ) = i + i .
 1  1  1 a 2 , , a n . Taking limits, it can be shown p q
a +  + b +  + c +  . that S + ∞ is the maximum (MAX), S 0 is
 a   b   c Adding these for i = 1, …, n, we get
the geometric mean (GM) and S − ∞ is the n | ai || bi | n
Solution. Note 0 < a, b, c < 1. Let f (x) = ∑ xi1 / p yi1 / q
minimum (MIN) of a1 , a 2 , , a n . ∑ 1/ p 1/ q
10 i =1 A B i =1
 1
=  x +  on I = (0, 1), then f is strictly Solution. In the cases 0 < s < t or s < 0 < t, 1 n 1 n
 x we can apply Jensen’s inequality to f(x) = ≤ ∑ xi + ∑ yi = 1 .
convex on I because its second derivative p i =1 q i =1
x t / s . In the case s < t < 0, we let bi =
8 2 9 Therefore,
 1  1   1  2 
90 x +  1 −  + 10 x +    1/ ai and apply the case 0 < -t < -s. The
2
n
∑ | ai || bi | ≤ A
1/ p 1/ q
 x  x   x   x3  other cases can be obtained by taking limit B
is positive on I. By Jensen’s inequality, i =1
of the cases proved.
1/ p 1/ q
1010 a+b+c
Example 5. Show that for x, y , z > 0,  n   n 
=3f  =  ∑ | ai | p   ∑ | bi |q  .
9  3  x +y +z
5 5 5
 i =1   i =1 
3
≤ f (a ) + f (b) + f (c) x2 y2 z2 Example 7. If a, b, c, d > 0 and
≤ x5 + y5 + z5 .
 1
10
 1
10
 1
10 yz zx xy c 2 + d 2 = (a 2 + b 2 ) 3 ,
= a +  + b +  + c +  .
 a   b   c then show that
Solution. Let a = x ,b= y,c= z,
So the minimum is 1010 / 39 , attained a3 b3
then the inequality becomes + ≥ 1.
when a = b = c = 1/3. c d
a13 + b13 + c13
Example 3. Prove that AM-GM a10 + b10 + c10 ≤ . Solution 1. Let
abc
in-equality, which states that if a1 ,
By the power mean inequality, x1 = a 3 / c , x2 = b 3 / d ,
a 2 , …, a n ≥ 0 , then
a13 + b13 + c13 = 3S13
13
y1 = ac , y 2 = bd .
a1 + a 2 +  + a n
≥ n a1a 2  a n .
n = 10
3S13 3
S13 ≥ 3S10
10
S 03 By the Cauchy-Schwarz inequality,
Solution. If one of the ai ’s is 0, then the (
= a10 + b10 + c10 abc . )  a3 b3 

 c
+ (ac + bd )

right side is 0 and the inequality is clear.  d 
If a1 , a 2 , …, a n > 0 , then since f (x) =
log x is strictly concave on (0, ∞ ), by
Example 6. Prove Hölder’s inequality,
1 1
which states that if p, q > 1 satisfy +
( )(
= x12 + x22 y12 + y 22 )
Jensen’s inequality, p q ≥ ( x1 y1 + x2 y 2 ) 2
 a + a 2 +  + an  = 1 and a1 , …, a n , b1 , …, bn are real
log 1  = (a 2 + b 2 ) 2
 n  (or complex) numbers, then
1 1
log a1 + log a 2 +  + log a n  n pp n q q = (a 2 + b 2 )(c 2 + d 2 )
≥ n
n ∑ ai bi ≤  ∑ ai   ∑ bi  .
  
≥ ac + bd .
(
= log n a1a 2  a n . ) i =1  i =1   i =1 
(The case p = q = 2 is the Cauchy-Schwarz Cancelling ac + bd on both sides, we get
Exponentiating both sides, we get the the desired inequality.
inequality.)
AM-GM inequality. Solution 2. Let
Solution. Let
Remarks. If we use the generalized p p x = (a 3 / c) 2 / 3 , y = (b 3 / d ) 2 / 3 .
Jensen’s inequality instead, we can get the A = a1 +  + an .
weighted AM-GM inequality. It states p q By the p = 3, q = 3/2 case of Hölder’s
that if a1 , …, a n > 0 and 0 < t1 , …, t n B = b1 +  + bn .
inequality,
< 1 satisfying t1 + + t n = 1, then t1 a1 If A or B is 0, then either all ai ’s or all
a 2 + b2
t bi ’s are 0, which will make both sides of
+ + t n a n ≥ a11  a nt n with equality if = (c 2 / 3 ) x + ( d 2 / 3 ) y
the inequality 0.
and only if all ai ’s are equal.
So we need only consider the case A ≠ 0 ≤ (c 2 + d 2 )1 / 3 ( x 3 / 2 + y 3 / 2 ) 2 / 3
Example 4. Prove the power mean and B ≠ 0. Let t1 = 1/p and t 2 = 1/q,
inequality, which states that for a1 , then 0 < t1 , t 2 < 1 and t1 + t 2 = 1. Let Cancelling a 2 + b 2 = (c 2 + d 2 )1 / 3 on
a 2 , …, a n > 0 and s < t, if p q both sides, we get 1 ≤ x 3/ 2
+y 3/ 2
=
1/ r
xi = ai / A and yi = bi / B , then
 a r + a 2r +  + a nr  x1 +  + xn = 1, y1 +  + y n = 1 . ( a / c ) + (b / d ) .
3 3
Sr =  1  ,
 n 
 
Mathematical Excalibur, Vol. 5, No. 4, Sep 00 – Nov 00 Page 3

Problem Corner ***************** abc = 1, we get


Solutions b+c c+a a+b
+ + ≥
We welcome readers to submit solutions ***************** a b c
to the problems posed below for  bc
Problem 106. Find all positive integer ca ab 
publication consideration. Solutions 2 + +
ordered pairs (a, b) such that  a b c 
should be preceeded by the solver’s 
gcd( a, b) + lcm(a, b) = a + b + 6 ,
name, home address and school  ca ab   ab bc 
where gcd stands for greatest common = + + + +
affiliation. Please send submissions to  b c   c a 
divisor (or highest common factor) and 
Dr. Kin Y. Li, Department of
Mathematics, Hong Kong University of
lcm stands for least common multiple.
Solution. CHAN An Jack and LAW Siu
 bc ca 

 a
+ ≥2 a + b + c ≥
b 
( )
Science & Technology, Clear Water Bay, 
Lun Jack (Mei Kei College, Form 6),
Kowloon. The deadline for submitting CHAN Chin Fei (STFA Leung Kau Kui a + b + c + 36 abc = a + b + c + 3.
solutions is December 10, 2000. College), CHAO Khek Lun Harold (St.
Paul’s College, Form 6), CHAU Suk Ling Solution 2. CHAN Kin Hang Andy
(Queen Elizabeth School, Form 6), (Bishop Hall Jubliee School, Form 7),
Problem 111. Is it possible to place 100 CHENG Man Chuen (Tsuen Wan CHAO Khek Lun Harold (St. Paul’s
solid balls in space so that no two of them Government Secondary School, Form 7), College, Form 6), CHAU Suk Ling
have a common interior point, and each FUNG Wing Kiu Ricky (La Salle College),
HUNG Chung Hei (Pui Ching Middle (Queen Elizabeth School, Form 6),
of them touches at least one-third of the School, Form 5), KO Man Ho (Wah Yan CHENG Kei Tsi (La Salle College, Form
others? (Source: 1997 Czech-Slovak College, Kowloon, Form 7), LAM Shek 6), CHENG Man Chuen (Tsuen Wan
Ming Sherman (La Salle College, Form 5), Government Secondary School, Form 7),
Match) LAW Ka Ho (HKU, Year 1), LEE Kevin LAW Ka Ho (HKU, Year 1) and
(La Salle College), LEUNG Wai Ying LEUNG Wai Ying (Queen Elizabeth
Problem 112. Find all positive integers (Queen Elizabeth School, Form 6), MAK School, Form 6).
(x, n) such that x n + 2 n + 1 is divisor of Hoi Kwan Calvin (La Salle College), OR
Kin (SKH Bishop Mok Sau Tseng Without loss of generality, assume
x n +1 + 2 n +1 + 1. (Source: 1998 Romanian Secondary School), POON Wing Sze
Math Olympiad) Jessica (STFA Leung Kau Kui College, a ≥ b ≥ c . Then 1 / a ≤ 1 / b ≤ 1 / c .
Form 7), TANG Sheung Kon (STFA By the rearrangement inequality,
Problem 113. Let a, b, c > 0 and abc ≤ Leung Kau Kui College, Form 6), TONG b
+
c
+
a

a
+
b
+
c
= a+ b+ c
Chin Fung (SKH Lam Woo Memorial a b c a b c
1. Prove that Secondary School, Form 6), WONG Wing
a b c Hong (La Salle College, Form 3) and Also, by the AM-GM inequality,
+ + ≥ a + b + c. YEUNG Kai Shing (La Salle College, c
+
a
+
b
≥ 3.
c a b Form 4). a b c
(Hint: Consider the case abc = 1 first.)
Let m = gcd(a, b), then a = mx and b = my Adding these two inequalities, we get the
Problem 114. (Proposed by Mohammed with gcd(x, y) = 1. In that case, lcm(a, b) = desired inequality.
Aassila, Universite Louis Pasteur, mxy. So the equation becomes m + mxy = Generalization: Professor Murray S.
Strasbourg, France) An infinite mx + my + 6. This is equivalent to m(x – Klamkin (University of Alberta, Canada)
chessboard is given, with n black squares 1)(y – 1) = 6. Taking all possible positive sent in a solution, which proved a
and the remainder white. Let the integer factorizations of 6 and requiring
collection of black squares be denoted by stronger inequality and later generalized
gcd(x, y) = 1, we have (m, x, y) = (1, 2, 7),
G0. At each moment t = 1, 2, 3, …, a it to n variables. He made the
(1, 7, 2), (1, 3, 4), (1, 4, 3), (3, 2, 3) and (3,
simultaneous change of colour takes 3, 2). Then (a, b) = (2, 7), (7, 2), (3, 4), (4, sub-stitutions x1 = ax2 = b , ,
place throughout the board according to 3), (6, 9) and (9, 6). Each of these is easily x3 = c to get rid of square roots and let
the following rule: every square gets the checked to be a solution. Sm = x1m + x2m + x3m so that the inequality
colour that dominates in the three square Other recommended solvers: CHAN Kin became
configuration consisting of the square Hang Andy (Bishop Hall Jubilee School, x22 + x32 x32 + x12 x12 + x22
itself, the square above and the square to Form 7) and CHENG Kei Tsi Daniel (La + + ≥ S1 + 3.
Salle College, Form 6). x1 x2 x3
the right. New collections of black
By the AM-GM inequality, S m ≥
squares G1, G2, G3, … are so formed. Problem 107. For a, b, c > 0, if abc = 1,
Prove that Gn is empty. then show that 33 x1m x2m x3m = 3. Since S 2 / 3 ≥ ( S1 / 3) 2
b+c c+a a+b
Problem 115. (Proposed by Mohammed + + ≥ a + b + c + 3. ≥ S1 / 3 by the power mean inequality,
a b c we would get a stronger inequality by
Aassila, Universite Louis Pasteur,
Strasbourg, France) Find the locus of the Solution 1. CHAN Hiu Fai Philip replacing S1 + 3 by 2S2. Rearranging
points P in the plane of an equilateral (STFA Leung Kau Kui College, Form 7), terms, this stronger inequality could be
LAW Ka Ho (HKU, Year 1) and TSUI rewritten as S2(S-1 – 3) ≥ S1 – S2. Now
triangle ABC for which the triangle Ka Ho Willie (Hoi Ping Chamber of
formed with lengths PA, PB and PC has Commerce Secondary School, Form 7). the left side is nonnegative, but the right
constant area. side is nonpositive. So the stronger
By the AM-GM inequality and the fact inequality is true. If we replace 3 by n
Mathematical Excalibur, Vol. 5, No. 4, Sep 00 – Nov 00 Page 4

and assume x1  xn = 1, then as above, Problem 109. Show that there exists an can be cut down. Now let the trees be at
we will get S m ( S1− m − n) ≥ S1 − S m by increasing sequence a1, a2, a3, … of (x, y), where x, y = 0, 1, 2, …, 99. If we
positive integers such that for every cut down the 2500 trees at (x, y) with
the AM-GM and power mean
nonnegative integer k, the sequence k + a1, both x and y even, then the condition will
inequalities. Expanding and regrouping
be satisfied. To see this, consider the
terms, we get the stronger inequality in n k + a2, k + a3, … contains only finitely
stumps at (x1, y1) and (x2, y2) with x1, y1,
variables, namely many prime numbers. (Source: 1997
x2, y2 even. The cases x1 = x2 or y1 = y2
n S m − xim Math Olympiad of Czech and Slovak
∑ ≥ (n − 1) S m . are clear. Otherwise, write (y2 – y1)/(x2 –
i =1 xim −1 Republics) x1) = m/n in lowest term. Then either m
Other recommended solvers: CHAN Solution. CHAU Suk Ling (Queen or n is odd and so the tree at (x1 + m, y1 +
Chin Fei (STFA Leung Kau Kui College), Elizabeth School, Form 6), CHENG Kei
LAM Shek Ming Sherman (La Salle n) will be between (x1, y1) and (x2, y2).
College, Form 5), LAW Hiu Fai (Wah Yan Tsi (La Salle College, Form 6), CHENG
Man Chuen (Tsuen Wan Government Other recommended solvers: NG Chok
College, Kowloon, Form 7), LEE Kevin Ming Lewis (STFA Leung Kau Kui
(La Salle College, Form 5), MAK Hoi Secondary School, Form 7), LAM Shek
College, Form 7).
Kwan Calvin (La Salle College), OR Kin Ming Sherman (La Salle College, Form
(SKH Bishop Mok Sau Tseng Secondary 5), LAW Hiu Fai (Wah Yan College,
School) and YEUNG Kai Shing (La Salle Kowloon, Form 7), LAW Ka Ho (HKU,
College, Form 4).
Year 1) and YEUNG Kai Shing (La Salle
Olympiad Corner
Problem 108. Circles C1 and C2 with College, Form 4).
centers O1 and O2 (respectively) meet at (continued from page 1)
Let an = n! + 2. Then for every
points A, B. The radii O1B and O2B non-negative integer k, if n ≥ k + 2, then k
Problem 3. (cont’d)
intersect C1 and C2 at F and E. The line Determine all values of λ such that, for
+ an is divisible by k + 2 and is greater than
parallel to EF through B meets C1 and C2 any point M on the line and any initial
k + 2, hence not prime.
at M and N, respectively. Prove that MN = position of the n fleas, there is a finite
AE + AF. (Source: 17th Iranian Other commended solvers: CHAN Kin sequence of moves that will take all the
Hang Andy (Bishop Hall Jubliee School,
Mathematical Olympiad) Form 7), KO Man Ho (Wah Yan College, fleas to positions to the right of M.
Form 7), LEE Kevin (La Salle College, Problem 4. A magician has one hundred
Form 5) and LEUNG Wai Ying (Queen cards numbered 1 to 100. He puts them
Elizabeth School, Form 6). into three boxes, a red one, a white one a
blue one, so that each contains at least
Problem 110. In a park, 1000 trees have
one card.
been placed in a square lattice.
A member of the audience selects two of
Determine the maximum number of trees
the three boxes, chooses one card from
that can be cut down so that from any each and announces the sum of the
stump, you cannot see any other stump. numbers on the chosen cards. Given this
Solution. YEUNG Kai Shing (La Salle (Assume the trees have negligible radius sum, the magician identifies the box from
College, Form 4).
compared to the distance between which no card has been chosen.
As the case F = E = B would make the adjacent trees.) (Source: 1997 German How many ways are there to put all the
problem nonsensible, the radius O1B of C1 Mathematical Olympiad) cards into the boxes so that this trick
can only intersect C2, say at F. Then the always works? (Two ways are considered
Solution. CHAN Kin Hang Andy
radius O2B of C2 intersect C1 at E. Since (Bishop Hall Jubliee School, Form 7), different if at least one card is put into a
∆ EO1B and ∆ FO2B are isosceles, CHAO Khek Lun Harold (St. Paul’s different box.)
∠EO1F = 180$ − 2∠FBE = ∠EO2 F . College, Form 6), Chau Suk Ling (Queen Problem 5. Determine whether or not
Elizabeth School, Form 6), CHENG Kei there exists a positive integer n such that
Thus, E, O2, O1, F are concyclic. Then
Tsi (La Salle College, Form 6), CHENG
∠AEB = (360$ − ∠AO1B) / 2 = 180$ Man Chuen (Tsuen Wan Government n is divisible by exactly 2000 different
- ∠O2O1F = ∠O2 EF = ∠EBM . So Secondary School, Form 7), FUNG Wing prime numbers, and 2 n + 1 is divisible by
arcAMB = arcMAE. Subtracting minor Kiu Ricky (La Salle College), LAM n.
Shek Ming Sherman (La Salle College, Problem 6. Let AH1, BH2, CH3, be the
arcAM from both sides, we get minor
Form 5), LAW Ka Ho (HKU, Year 1), altitudes of an acute-angled triangle ABC.
arcMB = minor arcAE. So MB = AE. LEE Kevin (La Salle College, Form 5), The incircle of the triangle ABC touches
Similarly, NB = AF. Then MN = MB + LEUNG Wai Ying (Queen Elizabeth
the sides BC, CA, AB at T1, T2, T3,
NB = AE + AF. School, Form 6), LYN Kwong To and
KO Man Ho (Wah Yan College, respectively. Let the lines " 1 , " 2 , " 3 be
Other recommended solvers: Chan Kin Kowloon, Form 7), POON Wing Sze the reflections of the lines H2H3, H3H1,
Hang Andy (Bishop Hall Jubilee School, Jessica (STFA Leung Kau Kui College, H1H2 in the lines T2T3, T3T1, T1T2,
Form 7), CHAU Suk Ling (Queen
Form 7) and YEUNG Kai Shing (La respectively.
Elizabeth School, Form 6) and LEUNG
Wai Ying (Queen Elizabeth School, Form Salle College, Form 4). Prove that " 1 , " 2 , " 3 determine a
6). In every 2 × 2 subsquare, only one tree triangle whose vertices lie on the incircle
can be cut. So a maximum of 2500 trees of the triangle ABC.

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