Thursday, 13 August 2015

How to solve this problem using Cauchy-Schwarz inequality



How to solve this problem? This is one of the problems in my semester examination:





For x,yR+,x2+y2=1, find the maximum value of M=x+2y.




I know it can be solved using the Cauchy-Schwarz inequality, but I can't solve it despite much effort with this idea.



Any help will be much appreciated! Although the examination is now over, but a solution for this problem will be very useful to me.



Thank you in advance.


Answer



Consider Hölder's inequality:

(x^2+y^2)(1+2^{2/3})^3 \geqslant (\sqrt{x} + \sqrt{2y})^4



This can get equality when x:y = 1:2^{1/3} which is certainly possible, so this determines the maximum of \sqrt x + \sqrt{2y} as (1+2^{2/3})^{3/4} \approx 2.04.






P.S. Adding the CS inequality version as well:
(x^2+y^2)(1+k) \geqslant (x+\sqrt k\, y)^2 \tag{$CS_1$}
(x+\sqrt k\, y)(1+k) \geqslant (\sqrt x+k^{3/4}\sqrt{y})^2 \tag{$CS_2$}




Now multiplying inequalities (CS_1) and (CS_2)^2 together gives
(x^2+y^2)(1+k)^3 \geqslant (\sqrt x+k^{3/4}\sqrt{y})^4
Setting k=2^{2/3} makes the RHS what we want, which is the same as the Hölder's inequality above. You can work out that equality in both CS inequalities requires x:y=1:\sqrt k, which is possible for any k> 0.


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