Could you let me know can using the inequality as following:
Let $a_1, a_2,\ldots,a_n, b_1, b_2,\ldots,b_n$, let $\frac{b_1}{a_1} = \max \{\frac{b_i}{a_i}, i=1,2, \ldots, n \}$,
$\frac{b_n}{a_n} = \min \{\frac{b_i}{a_i}, i=1,2, \ldots, n \}$ show that:
$$\frac 1 2 \left(\frac{b_1}{a_1}-\frac{b_n}{a_n}\right)^2 \left(\sum_1^n a_i^2\right) ^2 \ge \left(\sum_1^n a_i^2\right) \left(\sum_1^n b_i^2\right)-\left(\sum_1^n a_i b_i\right)^2$$
to proof the Kantorovich inequality?. The Kantorovich inequality as following:
Let $\lambda_i>0$, and $\sum_1^n \lambda_i =1$, $x_1=\max\{x_i, i=1, \cdots n\}$, $x_n=\min\{x_i, i=1, \cdots n\}$ then:
$$\left(\sum_1^n \lambda_i x_i \right) \left(\sum_1^n \frac{\lambda_i}{a_i} \right) \le \left(\frac{x_1+x_n}{2\sqrt{x_1x_n}}\right)^2$$
Best Answer
It may not be easy to directly use the inequality you mentioned at the beginning to prove the Kantorovich inequality. Here is the proof based on this paper, as I commented above.
We assume that $x_n>0$. Note that \begin{align*} \sum_{i=1}^n\lambda_i x_i\sum_{i=1}^n\lambda_i\frac{1}{x_i} &= -\sum_{i=1}^n\lambda_i\bigg(x_i -\sum_{i=1}^n\lambda_i x_i \bigg)\bigg(\frac{1}{x_i} -\sum_{i=1}^n\lambda_i \frac{1}{x_i} \bigg)+1\\ &=-\sum_{i=1}^n\sqrt{\lambda_i}\bigg(x_i -\sum_{i=1}^n\lambda_i x_i \bigg)\sqrt{\lambda_i}\bigg(\frac{1}{x_i} -\sum_{i=1}^n\lambda_i \frac{1}{x_i} \bigg)+1\\ &\le \sqrt{\sum_{i=1}^n \lambda_i\bigg(x_i -\sum_{i=1}^n\lambda_i x_i \bigg)^2 }\sqrt{\sum_{i=1}^n \lambda_i\bigg(\frac{1}{x_i} -\sum_{i=1}^n\lambda_i \frac{1}{x_i} \bigg)^2 }+1. \end{align*} Moreover (see also this question), \begin{align*} \sum_{i=1}^n \lambda_i\bigg(x_i -\sum_{i=1}^n\lambda_i x_i \bigg)^2 &= \min_{a\in \mathbb{R}}\sum_{i=1}^n \lambda_i(x_i-a)^2\\ &\le \sum_{i=1}^n \lambda_i\bigg(x_i -\frac{x_1+x_n}{2} \bigg)^2\\ &\le \frac{(x_1-x_n)^2}{4}. \end{align*} Similarly, \begin{align*} \sum_{i=1}^n \lambda_i\bigg(\frac{1}{x_i} -\sum_{i=1}^n\lambda_i \frac{1}{x_i} \bigg)^2 &\le \frac{\big(\frac{1}{x_1}-\frac{1}{x_n}\big)^2}{4}\\ &=\frac{(x_1-x_n)^2}{4x_1^2 x_n^2}. \end{align*} Therefore, \begin{align*} \sum_{i=1}^n\lambda_i x_i\sum_{i=1}^n\lambda_i\frac{1}{x_i} & \le \frac{(x_1-x_n)^2}{4x_1x_n}+1\\ &=\frac{(x_1+x_n)^2}{4x_1x_n}. \end{align*}