Two, the maximum value of ∑i=12000Fi is 39992000.
Actually, since xi∈[0,1], first
i=1∑2000Fi⩽∑i=12000xi3999+1999∑i=12000xi2000,
Let the right side of the inequality be S, we only need to prove S⩽39992000.
That is, ∑i=12000xi2000⩽39992000(∑i=12000xi3999+1999).
Let f(xi)=39992000xi3999−xi2000+39991999.
(We only need to prove that for ∀i=1,2,⋯,2000,f(xi)⩾0)
And
3999 f(x)=2000x3999−3999x2000+1999=2000x2000(x1999−1)−1999(x2000−1)=(x−1)[2000x2000(x1998+x1997+⋯+1)−1999(x1999+x1998+⋯+1)]=(x−1)[∑i=20003998(xi−1)
=+1999i=1∑1999(xi+1999−xi](x−1)2[i=2000∑3998(xi−1+xi−2+⋯+1)+1999i=0∑19988xii=1∑1999xi]
⩾0.
Therefore, equation (1) holds. The condition for equality is
x1=x2=⋯=x2000=1.