在数学,Karamata不等式,后命名乔文·卡拉马塔,也被称为优化不等式,用于处理定义在实数区间的凸和凹的实值函数。它推广了Jensen不等式的离散形式,并反过来推广了Schur-凸函数的概念。
最近处理不等式的时候反复碰到,故归纳之.
定理(英文描述)
Let
I
I
I be an interval of the real line and let
f
f
f denote a real-valued, convex function defined on
I
I
I. If
x
1
,
.
.
.
,
x
n
x_1, . . . , x_n
x1,...,xn and
y
1
,
.
.
.
,
y
n
y_1, . . . , y_n
y1,...,yn are numbers in
I
I
I such that
(
x
1
,
.
.
.
,
x
n
)
(x_1, . . . , x_n)
(x1,...,xn) majorizes
(
y
1
,
.
.
.
,
y
n
)
(y_1, . . . , y_n)
(y1,...,yn), then
f
(
x
1
)
+
⋯
+
f
(
x
n
)
≥
f
(
y
1
)
+
⋯
+
f
(
y
n
)
.
{\displaystyle f(x_{1})+\cdots +f(x_{n})\geq f(y_{1})+\cdots +f(y_{n}).}
f(x1)+⋯+f(xn)≥f(y1)+⋯+f(yn). (1)
Here majorization means that
x
1
,
.
.
.
,
x
n
x_1, . . . , x_n
x1,...,xn and
y
1
,
.
.
.
,
y
n
y_1, . . . , y_n
y1,...,yn satisfies
x
1
≥
x
2
≥
⋯
≥
x
n
{\displaystyle x_{1}\geq x_{2}\geq \cdots \geq x_{n}}
x1≥x2≥⋯≥xn and
y
1
≥
y
2
≥
⋯
≥
y
n
{\displaystyle y_{1}\geq y_{2}\geq \cdots \geq y_{n}}
y1≥y2≥⋯≥yn
and we have the inequalities
x
1
+
⋯
+
x
i
≥
y
1
+
⋯
+
y
i
{\displaystyle x_{1}+\cdots +x_{i}\geq y_{1}+\cdots +y_{i}}
x1+⋯+xi≥y1+⋯+yi for all
i
∈
1
,
.
.
.
,
n
−
1
i ∈ {1, . . . , n − 1}
i∈1,...,n−1.
and the equality
x
1
+
⋯
+
x
n
=
y
1
+
⋯
+
y
n
{\displaystyle x_{1}+\cdots +x_{n}=y_{1}+\cdots +y_{n}}
x1+⋯+xn=y1+⋯+yn
If
f
f
f is a strictly convex function, then the inequality (1) holds with equality if and only if we have
x
i
=
y
i
x_i = y_i
xi=yi for all
i
∈
1
,
.
.
.
,
n
i ∈ {1, . . . , n}
i∈1,...,n.
一道题:
−
x
(
x
a
−
(
x
−
1
)
a
−
(
x
−
1
2
)
a
+
(
x
−
3
2
)
a
)
−
(
x
−
1
)
a
+
(
x
−
3
2
)
a
+
(
1
−
2
a
−
1
)
(
(
x
−
3
2
)
a
−
(
x
−
1
2
)
a
)
>
0
-x \left(x^a-(x-1)^a-\left(x-\frac{1}{2}\right)^a+\left(x-\frac{3}{2}\right)^a\right)-(x-1)^a \\+\left(x-\frac{3}{2}\right)^a+\left(1-2^{a-1}\right) \left(\left(x-\frac{3}{2}\right)^a-\left(x-\frac{1}{2}\right)^a\right)>0
−x(xa−(x−1)a−(x−21)a+(x−23)a)−(x−1)a+(x−23)a+(1−2a−1)((x−23)a−(x−21)a)>0
此时有
x
≥
2
x\ge 2
x≥2 和
−
1
<
a
<
0
-1<a<0
−1<a<0 .
证明:
The inequality is written as
f
(
a
,
x
)
+
g
(
a
,
x
)
>
0
f(a, x) + g(a, x) > 0
f(a,x)+g(a,x)>0 where
f
(
a
,
x
)
=
−
x
1
+
a
+
(
x
−
1
)
1
+
a
+
(
x
−
1
/
2
)
1
+
a
−
(
x
−
3
/
2
)
1
+
a
f(a, x) = - x^{1+a} + (x-1)^{1+a} + (x-1/2)^{1+a} - (x-3/2)^{1+a}
f(a,x)=−x1+a+(x−1)1+a+(x−1/2)1+a−(x−3/2)1+aand
g
(
a
,
x
)
=
(
1
/
2
−
2
a
−
1
)
(
(
x
−
3
/
2
)
a
−
(
x
−
1
/
2
)
a
)
.
g(a, x) = (1/2 - 2^{a-1})((x-3/2)^a - (x-1/2)^a).
g(a,x)=(1/2−2a−1)((x−3/2)a−(x−1/2)a).Clearly,
g
(
a
,
x
)
>
0
g(a, x) > 0
g(a,x)>0. It suffices to prove that
f
(
a
,
x
)
≥
0
f(a, x) \ge 0
f(a,x)≥0.
Since
x
↦
−
x
1
+
a
x \mapsto -x^{1+a}
x↦−x1+a is convex on
(
0
,
∞
)
(0, \infty)
(0,∞), and
(
x
,
x
−
3
/
2
)
(x, x - 3/2)
(x,x−3/2) majorizes
(
x
−
1
/
2
,
x
−
1
)
(x-1/2, x-1)
(x−1/2,x−1), by using Karamata inequality, we have
f
(
a
,
x
)
≥
0
f(a, x) \ge 0
f(a,x)≥0. We are done.
2020年4月22日最后修改