Suppose I have n integers <msub> &#x03BC;<!-- μ --> i </msub> , i =

hafusxl

hafusxl

Answered question

2022-05-01

Suppose I have n integers μ i , i = { 1 , 2 , . . . , n }. Define μ ¯ = 1 n i = 1 n μ i . It is given that all the μ i 's are either +1 or −1. How can I show that i = 1 n ( μ i μ ¯ ) 2 is maximized only when n 2 or n 2 are +1 and rest are −1's.

I was thinking about proving this inductively, but I am not sure how.

Answer & Explanation

Penelope Carson

Penelope Carson

Beginner2022-05-02Added 16 answers

Let ϕ ( μ ) = k ( μ k μ ¯ ) 2 = k μ k 2 ( k μ k ) 2 .

Since | μ k | = 1, we see that ϕ ( μ ) = n ( k μ k ) 2 .

Hence ϕ will be maximised when μ ( k μ k ) 2 is minimised.

As an aside, note that this is also the solution to the relaxation max { ϕ ( μ ) μ k [ 1 , 1 ] }, which is convex. It is straightforward to see that ϕ ( μ ) μ k = 2 ( μ k μ ¯ ) and 2 ϕ ( μ ) μ k 2 = 2 ( 1 1 n ). In particular, we see that if μ k ( 1 , 1 ) then there is some t such that μ + t e k is feasible and ϕ ( μ + t e k ) > ϕ ( μ ). Hence at a maximum, we must have | μ k | = 1.

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