Example l l l Arithmetic Geometric Mean Inequality

CBertsekas
To show that
Xz 2h I MtVzt A Xe
P
x
j i 4
O
n
GM AM
Cauchy 1821
Proof x e Yi unrestriced in Sign C R
ya

GM e es yetyzt
Y ebn
tbn
e T

AM eblte.bz eb
n

t
s.ie EhIEuEen
eEi
4asj IiefI zo
Min 468 T S T 4cg't o

you could fix Lns

Suppose 5
Choose any
91 42 t tyn s arbitry
choice is
LHS e
e
I esh
Rhs min
31,42 Yy

T tyztyzt tyn S

Unconstrained minimization to constrained minimization