The problem at hand is a special case of the following situation: Let U be a point on the diagonal AD and let V=UP∩BC and W=UQ∩EF. Then UV≤max(AC,BD) and, similarly, UW≤max(AE,DF), so VW≤UV+UW≤max(AC,BD)+max(AE,DF). In particular, if U=AD∩PQ, then V=X and W=Y, and the conclusion follows.
We now prove that UV≤max(AC,BD) in three different ways. The first proof is elementary; the other two both require some acquaintance with analysis and are intimately related.
1st Proof. Let α=∠UPA=∠VPC and let β=∠DPU=∠BPV. In what follows, [KLM] stands for the area of a generic triangle KLM. Write
21⋅PD⋅PA⋅sin(β+α)=[PDA]=[PDU]+[PUA]=21⋅PD⋅PU⋅sinβ+21⋅PU⋅PA⋅sinα,
to get PU=PA⋅sinα+PD⋅sinβPA⋅PD⋅sin(α+β)≤PA⋅sinα+PD⋅sinβPA⋅PD⋅(sinα+sinβ)≤sinα+sinβPA⋅sinβ+PD⋅sinα, where the last inequality holds since equivalent to (PA−PD)2⋅sinα⋅sinβ≥0. Similarly,
PV≤sinα+sinβPB⋅sinα+PC⋅sinβ,
so
UV=PU+PV≤sinα+sinβPA⋅sinβ+PD⋅sinα+sinα+sinβPB⋅sinα+PC⋅sinβ=sinα+sinβAC⋅sinβ+BD⋅sinα≤max(AC,BD),
as desired. This completes the proof.
2nd Proof. Let L be the pencil of lines through P crossing the sides BC and DA of the convex quadrangle ABCD. As before, we prove that the length of each segment ℓ∩ABCD, ℓ in L, does not exceed max(AC,BD).
Clearly, no intersection segment has a length greater than the diameter of ABCD, so supℓ∈L∣ℓ∩ABCD∣ is finite; here and hereafter, ∣s∣ denotes the length of the line segment s.
Suppose, if possible, that supℓ∈L∣ℓ∩ABCD∣>max(AC,BD) and consider a line ℓ0 in L such that
∣ℓ0∩ABCD∣>21ℓ∈Lsup∣ℓ∩ABCD∣+21max(AC,BD)>21(AC+BD).
Recall that the length of the internal bisectrix of an angle of a (possibly degenerate) triangle does not exceed the arithmetic mean of the lengths of the sides forming that angle, to infer that ℓ0 does not internally bisect ∠BPC=∠DPA; say, ∠(ℓ0,AC)<∠(ℓ0,BD).
Finally, reflect the line AC in ℓ0 to obtain a line ℓ1 in L such that
21∣ℓ1∩ABCD∣+21max(AC,BD)≥21(∣ℓ1∩ABCD∣+AC)≥∣ℓ0∩ABCD∣>21ℓ∈Lsup∣ℓ∩ABCD∣+21max(AC,BD),
and thereby reach a contradiction; the inequality in the middle comes from the above mentioned fact about the length of an internal bisectrix in a triangle. This ends the proof.
3rd Proof. Notice that UV depends continuously on U. Since the closed segment AD is compact, UV achieves a maximum at some position U0V0. We will show that U0V0≤max(AC,BD), so UV≤max(AC,BD) for all positions.
Suppose, if possible, that U0V0>max(AC,BD)≥21(AC+BD).
As before, it then follows that U0V0 does not internally bisect ∠BPC=∠DPA;
say, ∠(U0V0,AC)<∠(U0V0,BD).
Reflexion of AC in U0V0 then provides a segment U1V1 through P, where U1 lies on AD and V1 lies on BC, such that
U0V0≤21(U1V1+AC)≤21⋅U1V1+21max(AC,BD)≤≤21⋅U0V0+21max(AC,BD)<21⋅U0V0+21⋅U0V0=U0V0,
which is a contradiction. This ends the proof.