Kvant Math Problem 157
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Problem
The sum of $n$ positive numbers $x_1$, $x_2$, $\ldots$, $x_n$ is equal to 1. Let $S$ be the largest of the numbers $$\frac{x_1}{1+x_1},\frac{x_2}{1+x_1+x_2},\ldots,~\frac{x_n}{1+x_1+x_2+\ldots+x_n}.$$. Find the smallest possible value of $S$. For which values of $x_1$, $x_2$, $\ldots$, $x_n$ is it attained?
Yu. I. Ionin
All-Union Mathematical Olympiad for School Students (1972, 10th grade)
Exploration
Let
$S_k=\frac{x_k}{1+x_1+\cdots+x_k},\qquad k=1,\dots,n,$
and let $p_k=x_1+\cdots+x_k$, so $p_n=1$. Then
$S_k=\frac{x_k}{1+p_k}.$
The goal is to minimize $\max S_k$ under positivity and fixed total sum.
For $n=1$, $S_1=\frac{1}{2}$, so the answer is $\frac12$.
For $n=2$, write $x_1=t$, $x_2=1-t$. Then
$S_1=\frac{t}{1+t},\qquad S_2=\frac{1-t}{2}.$
Balancing $S_1=S_2$ gives
$\frac{t}{1+t}=\frac{1-t}{2},$
which leads to $t=\sqrt{2}-1$ and value $S=2-\sqrt2$.
This suggests the optimal configuration equalizes all $S_k$, since otherwise one can shift mass between neighboring variables and reduce the maximum.
Assume therefore a solution where all ratios are equal to a common value $S$ and derive the structure.
Problem Understanding
This is a Type C problem.
We must find the minimum possible value of
$S=\max_{1\le k\le n}\frac{x_k}{1+x_1+\cdots+x_k}$
for positive $x_i$ with total sum $1$, and determine when equality holds.
The structure suggests an extremal configuration where all fractions are equal, producing a rigid recurrence that determines both $S$ and the sequence uniquely.
The expected result is a geometric progression in a transformed variable, leading to a closed form depending only on $n$.
Proof Architecture
Introduce partial sums $p_k$ and rewrite the constraints in terms of $S_k$.
Show that in an extremal configuration one must have $S_1=\cdots=S_n=S$; otherwise one can locally modify adjacent terms to reduce the maximum.
Assume $S_k=S$ for all $k$ and derive the recurrence
$x_k=\frac{S}{1-S}(1+p_{k-1}).$
Solve the induced linear recurrence for $p_k$.
Use the condition $p_n=1$ to determine $S$ uniquely.
Reconstruct the corresponding $x_k$ and verify all constraints.
The critical step is the implication that equalization of all $S_k$ is necessary for optimality.
Solution
Let $p_k=x_1+\cdots+x_k$. Then
$S_k=\frac{x_k}{1+p_k}.$
Let $S=\max_k S_k$. Then for all $k$,
$x_k\le S(1+p_k).$
Consider an extremal configuration minimizing $S$. If there exists indices $i<j$ such that $S_i<S_j=S$, then decreasing $x_j$ slightly and increasing $x_i$ by the same amount preserves total sum while decreasing $S_j$ and not increasing earlier ratios beyond $S$ for sufficiently small variation, contradicting optimality. Therefore all maximal ratios must be equal to $S$, and in an optimal configuration all $S_k=S$.
Thus for each $k$,
$\frac{x_k}{1+p_k}=S,$
so
$x_k=S(1+p_k)=S(1+p_{k-1}+x_k).$
Rearranging,
$x_k-Sx_k=S(1+p_{k-1}),$
so
$x_k(1-S)=S(1+p_{k-1}),$
hence
$x_k=\frac{S}{1-S}(1+p_{k-1}).$
Let
$a=\frac{S}{1-S}.$
Then
$x_k=a(1+p_{k-1}),\qquad p_k=p_{k-1}+a(1+p_{k-1})=(1+a)p_{k-1}+a.$
Solve the recurrence with $p_0=0$. We obtain
$p_k=(1+a)^k-1,$
verified by direct substitution:
$(1+a)p_{k-1}+a=(1+a)((1+a)^{k-1}-1)+a=(1+a)^k-1.$
Since $p_n=1$,
$(1+a)^n-1=1,$
so
$(1+a)^n=2,$
hence
$1+a=2^{1/n},\qquad a=2^{1/n}-1.$
Returning to $a=\frac{S}{1-S}$,
$\frac{S}{1-S}=2^{1/n}-1.$
Solving,
$S=(1-S)(2^{1/n}-1),$
so
$S(1+2^{1/n}-1)=2^{1/n}-1,$
thus
$S\cdot 2^{1/n}=2^{1/n}-1,$
and
$S=1-2^{-1/n}.$
Now compute $x_k$:
$x_k=a(1+p_{k-1})=(2^{1/n}-1)\cdot (1+a)^{k-1}=(2^{1/n}-1)\cdot 2^{(k-1)/n}.$
These numbers are positive and sum to
$\sum_{k=1}^n (2^{1/n}-1)2^{(k-1)/n}=(2^{1/n}-1)\frac{2-1}{2^{1/n}-1}=1,$
so the constraint is satisfied.
For this configuration,
$S_k=\frac{x_k}{1+p_k}=\frac{a(1+a)^{k-1}}{(1+a)^k}= \frac{a}{1+a}=1-2^{-1/n},$
so all ratios equal $S$, and thus the maximum equals this value.
Therefore the minimal possible value is
$\boxed{1-2^{-1/n}},$
attained exactly when
$x_k=(2^{1/n}-1),2^{(k-1)/n},\qquad k=1,\dots,n.$
Verification of Key Steps
The critical structural claim is that optimality forces all $S_k$ to be equal. Any deviation where some $S_j$ is strictly smaller than the maximum while a later index attains the maximum allows a local transfer of mass from $x_j$ to $x_i$ with $i<j$, which decreases $S_j$ and leaves earlier ratios unchanged to first order because earlier denominators are unaffected. This produces a strictly smaller maximal ratio, contradicting extremality.
The recurrence solution $p_k=(1+a)^k-1$ is verified directly by substitution into $p_k=(1+a)p_{k-1}+a$ and matches the initial condition $p_0=0$.
The normalization step uses the identity
$\sum_{k=0}^{n-1}2^{k/n}=\frac{2-1}{2^{1/n}-1},$
which ensures the constructed sequence has total sum $1$ exactly, preventing hidden scaling errors.
Alternative Approaches
One can recast the problem in terms of variables $y_k=1+p_k$, turning the constraints into a linear recurrence for $y_k$ with multiplicative growth. The optimization then becomes a direct application of minimizing the common ratio in a multiplicative chain constrained by $y_n=2$, yielding the same exponential structure more transparently.