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Inequality

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The feasible regions of linear programming are defined by a set of inequalities.

In mathematics, an inequality is a statement about the relative size or order of two objects, or about whether they are the same or not (See also: equality).

  • The notation a < b means that a is less than b.
  • The notation a > b means that a is greater than b.
  • The notation ab means that a is not equal to b, but does not say that one is greater than the other or even that they can be compared in size.

In each statement above, a is not equal to b. These relations are known as strict inequalities. The notation a < b may also be read as "a is strictly less than b".

In contrast to strict inequalities, there are two types of inequality statements that are not strict:

  • The notation ab means that a is less than or equal to b (or, equivalently, not greater than b)
  • The notation ab means that a is greater than or equal to b (or, equivalently, not smaller than b)

An additional use of the notation is to show that one quantity is much greater than another, normally by several orders of magnitude.

  • The notation a b means that a is much less than b.
  • The notation a b means that a is much greater than b.

If the sense of the inequality is the same for all values of the variables for which its members are defined, then the inequality is called an "absolute" or "unconditional" inequality. If the sense of an inequality holds only for certain values of the variables involved, but is reversed or destroyed for other values of the variables, it is called a conditional inequality.

Contents

[edit] Solving Inequalities

One can apply the same algebraic operations to inequalities as one would apply for solving equalities. For example, to find x for the inequality 10x > 20 one would divide 20 by 10 to obtain x > 2. However, if both sides of an inequality are multiplied (or divided) by a negative number, then one must reverse the sign of the inequality. To see why this reversal is necessary intuitively, consider the following inequality -10x > 0. In order for -10x to be greater than zero it must be the case that x is a negative number. Solving this problem without reversing the inequality would lead one to think x > 0, which cannot be true if -10x >0 By reversing the inequality one obtains the correct answer: x < 0.

[edit] Special Cases - A variable on the denominator

For example consider the ineqaulity

\frac{2}{x-1}<2\,

In this case one cannot multiply the right hand side by (x-1) because the value of x is unknown. Since x may be either positive or negative, you can't know whether to leave the inequality sign as <, or reverse it to >. The method for solving this kind of ineqaulity involves four steps:

  1. Find out when the denominator is equal to 0. In this case it's when x = 1.
  2. Pretend the inequality sign is an = sign and solve it as such:
\frac{2}{x-1}=2\,, so x = 2.
  1. Plot the points x = 1 and x = 2 on a number line with an unfilled circle because the original equation included < (it would have been a filled circle if the original equation included <= or >=). You now have three regions: x < 1, 1 < x < 2, and x > 2.
  2. Test each region independently. in this case test if the inequality is true for 1<x<2 by picking a point in this region (e.g. x=1.5) and trying it in the orgiinal inequation. For x=1.5 the original inequation dosn't hold. So then try for 1>x>2 (e.g. x=3). In this case the original inequation holds, and so the solution for the original inequation is 1>x>2.

[edit] Properties

Inequalities are governed by the following properties. Note that, for the transitivity, reversal, addition and subtraction, and multiplication and division properties, the property also holds if strict inequality signs (< and >) are replaced with their corresponding non-strict inequality sign (≤ and ≥).

[edit] Trichotomy

The trichotomy property states:

  • For any real numbers, a and b, exactly one of the following is true:
    • a < b
    • a = b
    • a > b

[edit] Transitivity

The transitivity of inequalities states:

  • For any real numbers, a, b, c:
    • If a > b and b > c; then a > c
    • If a < b and b < c; then a < c
    • If a > b and b = c; then a > c
    • If a < b and b = c; then a < c

[edit] Addition and subtraction

The properties which deal with addition and subtraction state:

  • For any real numbers, a, b, c:
    • If a < b, then a + c < b + c and ac < bc
    • If a > b, then a + c > b + c and ac > bc

i.e., the real numbers are an ordered group.

[edit] Multiplication and division

The properties which deal with multiplication and division state:

  • For any real numbers, a, b, c:
    • If c is positive and a < b, then ac < bc
    • If c is negative and a < b, then ac > bc

More generally this applies for an ordered field, see below.

[edit] Additive inverse

The properties for the additive inverse state:

  • For any real numbers a and b
    • If a < b then −a > −b
    • If a > b then −a < −b

[edit] Multiplicative inverse

The properties for the multiplicative inverse state:

  • For any real numbers a and b that are both positive or both negative
    • If a < b then 1/a > 1/b
    • If a > b then 1/a < 1/b

[edit] Applying a function to both sides

We consider two cases of functions: monotonic and strictly monotonic.

Any strictly monotonically increasing function may be applied to both sides of an inequality and it will still hold. Applying a strictly monotonically decreasing function to both sides of an inequality means the opposite inequality now holds. The rules for additive and multiplicative inverses are both examples of applying a monotonically decreasing function.

If you have a non-strict inequality (ab, ab) then:

  • Applying a monotonically increasing function preserves the relation (≤ remains ≤, ≥ remains ≥)
  • Applying a monotonically decreasing function reverses the relation (≤ becomes ≥, ≥ becomes ≤)

It will never become strictly unequal, since, for example, 3 ≤ 3 does not imply that 3 < 3 however 10-3x<4 means that the answers can be 123 but not 4

[edit] Ordered fields

If (F, +, ×) is a field and ≤ is a total order on F, then (F, +, ×, ≤) is called an ordered field if and only if:

  • ab implies a + cb + c;
  • 0 ≤ a and 0 ≤ b implies 0 ≤ a × b.

Note that both (Q, +, ×, ≤) and (R, +, ×, ≤) are ordered fields, but ≤ cannot be defined in order to make (C, +, ×, ≤) an ordered field, because −1 is the square of i and would therefore be positive.

The non-strict inequalities ≤ and ≥ on real numbers are total orders. The strict inequalities < and > on real numbers are strict total orders.

[edit] Chained notation

The notation a < b < c stands for "a < b and b < c", from which, by the transitivity property above, it also follows that a < c. Obviously, by the above laws, one can add/subtract the same number to all three terms, or multiply/divide all three terms by same nonzero number and reverse all inequalities according to sign. But care must be taken so that you really use the same number in all cases, e.g. a < b + e < c is equivalent to ae < b < ce.

This notation can be generalized to any number of terms: for instance, a1a2 ≤ ... ≤ an means that aiai+1 for i = 1, 2, ..., n − 1. By transitivity, this condition is equivalent to aiaj for any 1 ≤ ijn.

When solving inequalities using chained notation, it is possible and sometimes necessary to evaluate the terms independently. For instance to solve the inequality 4x < 2x + 1 ≤ 3x + 2, you won't be able to isolate x in any one part of the inequality through addition or subtraction. Instead, you can solve 4x < 2x + 1 and 2x + 1 ≤ 3x + 2 independently, yielding x < 1/2 and x ≥ -1 respectively, which can be combined into the final solution -1 ≤ x < 1/2.

Occasionally, chained notation is used with inequalities in different directions, in which case the meaning is the logical conjunction of the inequalities between adjacent terms. For instance, a < b > cd means that a < b, b > c, and cd. In addition to rare use in mathematics, this notation exists in a few programming languages such as Python.

[edit] Representing inequalities on the real number line

Every inequality (except those which involve imaginary numbers) can be represented on the real number line showing darkened regions on the line. A < or > is graphed by an open circle on the number. A ≤ or ≥ is graphed with a closed or black circle.

[edit] Inequalities between means

There are many inequalities between means. For example, for any positive numbers a1, a2, …, an we have HGAQ, where

H = \frac{n}{1/a_1 + 1/a_2 + \cdots + 1/a_n} (harmonic mean),
G = \sqrt[n]{a_1 \cdot a_2 \cdots a_n} (geometric mean),
A = \frac{a_1 + a_2 + \cdots + a_n}{n} (arithmetic mean),
Q = \sqrt{\frac{a_1^2 + a_2^2 + \cdots + a_n^2}{n}} (quadratic mean).

[edit] Logarithms of inequalities

When manipulating inequalities it is sometimes useful to take the logarithm of both sides of the inequality. To do this the following result is needed.

a>b \Leftrightarrow \begin{cases} \log_c a> \log_c b, & \mbox{if }  c>1  \\  \log_c a< \log_c b,  & \mbox{if } 0<c < 1. \end{cases}

[edit] Power inequalities

Sometimes with notation "power inequality" understand inequalities which contain ab type expressions where a and b are real positive numbers or expressions of some variables. They can appear in exercises of mathematical olympiads and some calculations.

[edit] Examples

  • If x > 0, then
x^x \ge \left( \frac{1}{e}\right)^{1/e}.\,
  • If x > 0, then
x^{x^x} \ge x.\,
  • If x, y, z > 0, then
(x+y)^z + (x+z)^y + (y+z)^x > 2.\,
  • For any real distinct numbers a and b,
\frac{e^b-e^a}{b-a} > e^{(a+b)/2}.
  • If x, y > 0 and 0 < p < 1, then
(x+y)^p < x^p+y^p.\,
  • If x, y, z > 0, then
x^x y^y z^z \ge (xyz)^{(x+y+z)/3}.\,
  • If a, b, then
a^b + b^a > 1.\,
This result was generalized by R. Ozols in 2002 who proved that if a1, ..., an, then
a_1^{a_2}+a_2^{a_3}+\cdots+a_n^{a_1}>1
(result is published in Latvian popular-scientific quarterly The Starry Sky, see references).

[edit] Well-known inequalities

See also list of inequalities.

Mathematicians often use inequalities to bound quantities for which exact formulas cannot be computed easily. Some inequalities are used so often that they have names:

[edit] Complex numbers and inequalities

The set of complex numbers \mathbb{C} with its operations of addition and multiplication is a field, but it is impossible to define any relation ≤ so that \mathbb{C},+,*,≤ becomes an ordered field. To make (\mathbb{C},+,*,≤) an ordered field, it would have to satisfy the following two properties:

  • if ab then a + cb + c
  • if 0 ≤ a and 0 ≤ b then 0 ≤ a b

Because ≤ is a total order, for any number a, either 0 ≤ a or a ≤ 0 (in which case the first property above implies that 0 ≤ a). In either case 0 ≤ a2; this means that i2 > 0 and 12 > 0; so − 1 > 0 and 1 > 0, which means ( − 1 + 1) > 0; contradiction.

However, an operation ≤ can be defined so as to satisfy only the first property (namely, "if ab then a + cb + c"). A definition which is sometimes used is the lexicographical order:

  • a ≤ b if Re(a) < Re(b) or (Re(a) = Re(b) and Im(a)Im(b))

It can easily be proven that for this definition ab implies a + cb + c.

[edit] Vector inequalities

Inequality relationships similar to those defined above can also be defined for column vector. If we let the vectors x,y\in\mathbb{R}^n (meaning that x = \left(x_1,x_2,\ldots,x_n\right)^T and y = \left(y_1,y_2,\ldots,y_n\right)^T where xi and yi are real numbers for i=1,\ldots,n), we can define the following relationships.

  • x = y \ if x_i = y_i\ for i=1,\ldots,n
  • x < y \ if x_i < y_i\ for i=1,\ldots,n
  • x \leq y if x_i \leq y_i for i=1,\ldots,n and x \neq y
  • x \leqq y if x_i \leq y_i for i=1,\ldots,n

Similarly, we can define relationships for x > y,  x \geq y , and  x \geqq y . We note that this notation is consistent with that used by Matthias Ehrgott in Multicriteria Optimization (see References).

We observe that the property of Trichotomy (as stated above) is not valid for vector relationships. We consider the case where x = \left[ 2, 5 \right]^T and y = \left[ 3, 4 \right]^T . There exists no valid inequality relationship between these two vectors. Also, a multiplicative inverse would need to be defined on a vector before this property could be considered. However, for the rest of the aforementioned properties, a parallel property for vector inequalities exists.

[edit] See also

[edit] References

[edit] External links

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