题目：
设 0 < x 1 ≤ x 2 2 ≤ ⋯ ≤ x n n , 0 ≤ y n ≤ y n − 1 ≤ ⋯ ≤ y n 0<x_1\leq \frac{x_2}{2}\leq\cdots\leq\frac{x_n}{n},0\leq y_n\leq y_{n-1}\leq\cdots\leq y_n 0<x1≤2x2≤⋯≤nxn,0≤yn≤yn−1≤⋯≤yn ，证明：
( ∑ k = 1 n x k y k ) 2 ≤ ( ∑ k = 1 n y k ) ( ∑ k = 1 n ( x k 2 − 1 4 x k x k − 1 ) y k ) (\sum^n_{k=1}x_ky_k)^2\leq(\sum^n_{k=1}y_k)(\sum^n_{k=1}(x_k^2-\frac{1}{4}x_kx_{k-1})y_k) (k=1∑nxkyk)2≤(k=1∑nyk)(k=1∑n(xk2−41xkxk−1)yk)
（约定 x 0 = 0 x_0=0 x0=0）
答案：
我们先证明
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y_1=y_2=\cdots=y_n
y1=y2=⋯=yn 时不等式成立，既有
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(\sum^n_{k=1}x_k)^2\leq n\sum^n_{k=1}(x_k^2-\frac{1}{4}x_kx_{k-1})\tag{1}
(k=1∑nxk)2≤nk=1∑n(xk2−41xkxk−1)(1)
用归纳法，
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n=1 时显然，此后有
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\begin{aligned} R-L&=n\sum^n_{k=1}(x_k^2-\frac{1}{4}x_kx_{k-1})-(\sum^n_{k=1}x_k)^2\\ &\geq\frac{n}{n-1}(\sum^{n-1}_{k=1}x_k)^2+nx_n^2-\frac{n}{4}x_nx_{n-1}-(\sum^n_{k=1}x_k)^2\\ &=[\frac{1}{n-1}(\sum^{n-1}_{k=1}x_k)^2+\frac{n-1}{4}x_n^2-x_n\sum^{n-1}_{k=1}x_k]+[\frac{3(n-1)^2}{4}x_n^2-\frac{n}{4}x_nx_{n-1}-x_n\sum^{n-1}_{k=1}x_k]\geq0 \end{aligned}
R−L=nk=1∑n(xk2−41xkxk−1)−(k=1∑nxk)2≥n−1n(k=1∑n−1xk)2+nxn2−4nxnxn−1−(k=1∑nxk)2=[n−11(k=1∑n−1xk)2+4n−1xn2−xnk=1∑n−1xk]+[43(n−1)2xn2−4nxnxn−1−xnk=1∑n−1xk]≥0
第一个中括号内的式子由基本不等式知其为正，第二个中括号内的式子由
x
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n
x
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x_k\leq\frac{k}{n}x_n
xk≤nkxn 知其为正
于是（1）式成立
设 y 1 = ⋯ = y r y_1=\cdots=y_r y1=⋯=yr，则 r = n r=n r=n 的情形已经证明，现在对 n − r n-r n−r 归纳：
记欲证不等式为 f ( y 1 , ⋯ , y r , y r + 1 , ⋯ , y n ) = f ( y r , ⋯ , y r , y r + 1 , ⋯ , y n ) = f r ( y r ) ≥ 0 f(y_1,\cdots,y_r,y_{r+1},\cdots,y_n)=f(y_r,\cdots,y_r,y_{r+1},\cdots,y_n)=f_r(y_r)\geq0 f(y1,⋯,yr,yr+1,⋯,yn)=f(yr,⋯,yr,yr+1,⋯,yn)=fr(yr)≥0，
则有
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\begin{aligned} \dfrac{\partial f_r}{\partial y_r}&=\sum^r_{i=1}\dfrac{\partial f}{\partial y_i}=\sum^r_{i=1}\dfrac{\partial R}{\partial y_i}-\sum^r_{i=1}\dfrac{\partial L}{\partial y_i}\\ &=\sum^r_{i=1}\sum^n_{k=1}(x_k^2+x_i^2-\frac{1}{4}x_ix_{i+1}-\frac{1}{4}x_kx_{k+1}-2x_kx_i)y_k\\ &=\sum^n_{k=1}(rx_k^2-\frac{r}{4}x_kx_{k-1}+\sum^r_{i=1}x_i^2-\frac{1}{4}\sum^r_{i=1}x_ix_{i-1}-2x_k\sum^r_{i=1}x_i)y_k\\ \end{aligned}
∂yr∂fr=i=1∑r∂yi∂f=i=1∑r∂yi∂R−i=1∑r∂yi∂L=i=1∑rk=1∑n(xk2+xi2−41xixi+1−41xkxk+1−2xkxi)yk=k=1∑n(rxk2−4rxkxk−1+i=1∑rxi2−41i=1∑rxixi−1−2xki=1∑rxi)yk
我们指出，对上述和式中
k
>
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k>r
k>r 的部分，由于
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x_i\geq ix_1
xi≥ix1 有
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\begin{aligned} &\sum^n_{k=1}(rx_k^2-\frac{r}{4}x_kx_{k-1}+\sum^r_{i=1}x_i^2-\frac{1}{4}\sum^r_{i=1}x_ix_{i-1}-2x_k\sum^r_{i=1}x_i)y_k\\ &\geq rx_1^2[(r-k)^2+(k-1)(2k-2r-1)]y_k\geq0 \end{aligned}
k=1∑n(rxk2−4rxkxk−1+i=1∑rxi2−41i=1∑rxixi−1−2xki=1∑rxi)yk≥rx12[(r−k)2+(k−1)(2k−2r−1)]yk≥0
而对和式中
k
≤
r
k\leq r
k≤r 的部分，由于
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y_1=\cdots=y_r
y1=⋯=yr 有
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\begin{aligned} &\sum^r_{k=1}(rx_k^2-\frac{r}{4}x_kx_{k-1}+\sum^r_{i=1}x_i^2-\frac{1}{4}\sum^r_{i=1}x_ix_{i-1}-2x_k\sum^r_{i=1}x_i)y_k\\ &=2(r\sum^r_{i=1}(x_i^2-\frac{1}{4}x_ix_{i-1})-(\sum^r_{i=1}x_i)^2)y_r\geq0 \end{aligned}
k=1∑r(rxk2−4rxkxk−1+i=1∑rxi2−41i=1∑rxixi−1−2xki=1∑rxi)yk=2(ri=1∑r(xi2−41xixi−1)−(i=1∑rxi)2)yr≥0
这恰恰是已经证明的式（1）
于是有 f r ( y r ) ≥ f r ( y r + 1 ) = f ( y r + 1 , ⋯ , y r + 1 , y r + 2 , ⋯ , y n ) f_r(y_r)\geq f_r(y_{r+1})=f(y_{r+1},\cdots,y_{r+1},y_{r+2},\cdots,y_n) fr(yr)≥fr(yr+1)=f(yr+1,⋯,yr+1,yr+2,⋯,yn) ，
这就回到了归纳假设，于是 r = 1 r=1 r=1 的情形得证，问题解决。
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