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Algebra Difficulty 6.6 National Olympiad Prove it Japan

Let nn be a positive integer greater than or equal to 22. Determine the maximum possible value the quantity
(i=1niai)(i=1naii)2 \left( \sum_{i=1}^{n} i a_i \right) \left( \sum_{i=1}^{n} \frac{a_i}{i} \right)^2
can take where a1,a2,,ana_1, a_2, \dots, a_n are non-negative real numbers satisfying a1+a2++an=1a_1 + a_2 + \dots + a_n = 1.

Solution

Let X=i=1niaiX = \sum_{i=1}^{n} i a_{i}, Y=i=1naiiY = \sum_{i=1}^{n} \frac{a_{i}}{i}. We have to find the maximum possible value of the quantity XY2X Y^{2}.

First, we note that for each i{1,2,,n}i \in \{1, 2, \dots, n\}, i+nin+1i + \frac{n}{i} \le n + 1 holds. This follows since (n+1)(i+ni)=1i(i1)(ni)0(n+1) - (i + \frac{n}{i}) = \frac{1}{i}(i-1)(n-i) \ge 0. Using this fact we get
X+nY=i=1n(i+ni)aii=1n(n+1)ai=n+1. X + nY = \sum_{i=1}^{n} \left(i + \frac{n}{i}\right) a_i \le \sum_{i=1}^{n} (n+1)a_i = n+1.
We then apply the inequality on additive and multiplicative means to the three quantities XX, nY2\frac{nY}{2}, nY2\frac{nY}{2} to obtain
XnY2nY2(X+nY3)3(n+13)3=(n+1)327, X \cdot \frac{nY}{2} \cdot \frac{nY}{2} \le \left(\frac{X+nY}{3}\right)^3 \le \left(\frac{n+1}{3}\right)^3 = \frac{(n+1)^3}{27},
from which we conclude that XY24(n+1)327n2XY^2 \le \frac{4(n+1)^3}{27n^2} holds.

On the other hand, by choosing
a1=2n13(n1),a2==an1=0,an=n23(n1) a_1 = \frac{2n-1}{3(n-1)}, \quad a_2 = \dots = a_{n-1} = 0, \quad a_n = \frac{n-2}{3(n-1)}
we get XY2=4(n+1)327n2XY^2 = \frac{4(n+1)^3}{27n^2}, which implies that 4(n+1)327n2\frac{4(n+1)^3}{27n^2} is the desired maximum value.

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