Credit for this solution goes to Ravi Boppana.
Lemma 1: If r1,r2,…,rn are non-negative reals and x1,x2,…xn are reals, then
i,j∑min(ri,rj)xixj≥0.
Proof: Without loss of generality assume that the sequence {ri} is increasing. For convenience, define r0=0. The LHS of our inequality becomes
[ i r i x i 2 +2 i b_i.Similarly,wecanassumethata_j>b_j.Ifb_ib_j=0, then both sides are zero, so we may assume that b_iandb_j are positive. We then have from the definitions of r_iandx_i$ that
r i = a i b i -1 r j = a j b j -1 x i = & b i x j = & b j , .
This means that
(r i , r j ) x i x j = ( a i b i -1, a j b j -1 ) b i b j & = (a i b j , a j b i )-b i b j & = (a i b j , a j b i )- (a i a j , b i b j ) , .
This concludes the proof of Lemma 2. ■
We can then apply Lemma 2 and Lemma 1 in order to get that
i,j (a i b j , a j b i )- i, j (a i a j , b i b j ) & = i, j [ (a i b j , a j b i )- (a i a j , b i b j ) ] & = i, j (r i , r j ) x i x j & 0\, .
This implies the desired inequality.