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I tried taking a convex combination of $x$ and $y$ (given by $(a,b)$ and $(s,t)$ respectively) but the resulting expression had two terms which I could not get rid of or substitute with anything useful:

$$k(1-k)bs$$ $$k(1-k)at$$

I suspect I just have to manipulate the algebraic expression so that I can use the conditions $ab >=1$ and $st >=1$ but I haven't been able to do this.

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2 Answers 2

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Let, $(x_1,y_1),(x_2,y_2)\in A$

Again, let $(x_3,y_3)=\lambda (x_1,y_1)+(1-\lambda)(x_2,y_2)$ where $0\le \lambda\le 1$

Then, $x_3y_3=\lambda^2x_1y_1+(1-\lambda)^2x_2y_2+\lambda(1-\lambda)(x_2y_1+x_1y_2)\ge \lambda^2+(1-\lambda)^2+2\lambda(1-\lambda)=1$

and we are done!

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    $\begingroup$ How do you show that $x_{2}y_{1} + x_{1}y_{2} >= 2$? $\endgroup$
    – John
    Commented Sep 26, 2018 at 3:25
  • $\begingroup$ Just using A.M.-G.M. inequality. $\endgroup$
    – SOUL
    Commented Sep 26, 2018 at 3:28
  • $\begingroup$ @Tom. can you clarify? I don't see the arithmetic mean here. $\endgroup$ Commented May 19, 2020 at 11:41
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    $\begingroup$ ok, got it - $\frac{x_1 y_2 + x_2 y_1}{2} \ge \sqrt{x_1 y_2 x_2 y_1} \ge 1$ $\endgroup$ Commented May 19, 2020 at 12:06
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An alternative is to use Proof that a function is convex if and only if its epigraph is convex.

Here since $y>0$ (in particular $x\neq 0$) the function $y=f(x)=\frac 1x$ is well defined and it is convex since $f''(x)=\frac 2{x^3}>0$ for $x>0$.

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