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Algebra Difficulty 8.7 Shortlist Prove it Romania

Given a positive integer nn and an increasing real-valued function ff on the closed unit interval [0,1][0, 1], determine the maximum value the sum
k=1nf(xk2k12n) \sum_{k=1}^{n} f\left(\left|x_k - \frac{2k-1}{2n}\right|\right)
may achieve subject to 0x1xn10 \le x_1 \le \dots \le x_n \le 1.

Solution

Let ak=(2k1)/(2n)a_k = (2k-1)/(2n), k=1,,nk = 1, \dots, n. The required maximum is k=1nf(ak)\sum_{k=1}^n f(a_k) and is achieved, for instance, at x1==xn=0x_1 = \dots = x_n = 0 or at x1==xn=1x_1 = \dots = x_n = 1.

To show that k=1nf(ak)\sum_{k=1}^n f(a_k) is an upper bound for the sum under consideration subject to the given constraint, fix an nn-tuple (x1,,xn)(x_1, \dots, x_n) such that 0x1xn10 \le x_1 \le \dots \le x_n \le 1, write [n]={1,,n}[n] = \{1, \dots, n\}, define an increasing function φ:[n][n]\varphi: [n] \to [n] by φ(k)=max{j:aj1/(2n)xk}\varphi(k) = \max \{j: a_j - 1/(2n) \le x_k\}, and notice that
xkakxkaφ(k)+aφ(k)ak1/(2n)+φ(k)k/n=aφ(k)k+1, |x_k - a_k| \le |x_k - a_{\varphi(k)}| + |a_{\varphi(k)} - a_k| \le 1/(2n) + |\varphi(k) - k|/n = a_{|\varphi(k)-k|+1},
for k=1,,nk = 1, \dots, n.

We shall prove that there exists a permutation σ\sigma of [n][n] such that φ(k)k+1σ(k)|\varphi(k) - k| + 1 \le \sigma(k) for all kk, so aφ(k)k+1aσ(k)a_{|\varphi(k)-k|+1} \le a_{\sigma(k)} and the conclusion follows:
k=1nf(xkak)k=1nf(aφ(k)k+1)k=1nf(aσ(k))=k=1nf(ak). \sum_{k=1}^{n} f(|x_k - a_k|) \le \sum_{k=1}^{n} f(a_{|\varphi(k)-k|+1}) \le \sum_{k=1}^{n} f(a_{\sigma(k)}) = \sum_{k=1}^{n} f(a_k).

We now show by induction on nn that, for any increasing function ψ:[n][n]\psi: [n] \to [n], there exists a permutation σ\sigma of [n][n] such that ψ(k)k+1σ(k)|\psi(k) - k| + 1 \le \sigma(k) for all kk.

The base case, n=1n=1, is clear. For the induction step, let n>1n > 1 and distinguish two cases.

If ψ(n)<n\psi(n) < n, then the restriction of ψ\psi to [n1][n-1] is an increasing function of [n1][n-1] into itself, so ψ(k)k+1σ(k)|\psi(k)-k|+1 \le \sigma(k), k=1,,n1k=1, \dots, n-1, for some permutation σ\sigma of [n1][n-1]. Since ψ(n)n+1=nψ(n)+1n|\psi(n)-n|+1 = n-\psi(n)+1 \le n, the permutation σ\sigma extends to a permutation of [n][n] satisfying the required condition by letting σ(n)=n\sigma(n) = n.

If ψ(n)=n\psi(n) = n, consider the increasing function ψ:[n1][n1]\psi': [n-1] \to [n-1] defined by ψ(k)=ψ(k)\psi'(k) = \psi(k) if ψ(k)<n\psi(k) < n and ψ(k)=n1\psi'(k) = n-1 if ψ(k)=n\psi(k) = n. By the induction hypothesis, there exists a permutation π\pi of [n1][n-1] such that ψ(k)k+1π(k)|\psi'(k) - k| + 1 \le \pi(k), k=1,,n1k = 1, \dots, n-1, so ψ(k)k+1ψ(k)k+2π(k)+1|\psi(k) - k| + 1 \le |\psi'(k) - k| + 2 \le \pi(k) + 1, k=1,,n1k = 1, \dots, n-1. Finally, since ψ(n)n+1=1|\psi(n) - n| + 1 = 1, setting σ(k)=π(k)+1\sigma(k) = \pi(k) + 1, k=1,,n1k = 1, \dots, n-1, and σ(n)=1\sigma(n) = 1 defines the required permutation.

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