Problem: Let $x, y > 0$. Prove that
$$f(x, y) = 2(x + y)\ln \frac{x + y}{2}
- (x + 1)\ln x - (y + 1)\ln y \ge 0.$$
Proof:
Note that $f(1, 1) = 0$. We need to prove that $x = y = 1$
is the global minimizer of $f(x, y)$ on $x,y > 0$.
We have
\begin{align*}
f(x, y) &\ge 2x \ln \frac{x}{2} + 2y\ln \frac{y}{2} - (x + 1)\ln x - (y + 1)\ln y\\
&= (x - 1)\ln x - 2x\ln 2 + (y - 1)\ln y - 2y\ln 2. \tag{1}
\end{align*}
Fact 1: $(u - 1)\ln u - 2u\ln 2 > -3$ for all $u > 0$.
(The proof is given at the end.)
Fact 2: $(u - 1)\ln u - 2u\ln 2 > 4$ for all $u\in (0, 1/64]\cup [16, \infty)$.
(The proof is given at the end.)
By (1) and Facts 1-2, if $x < 1/64$ or $x > 16$,
then $f(x, y) > -3 + 4 = 1$,
and if $y < 1/64$ or $y > 16$,
then $f(x, y) > -3 + 4 = 1$.
Since $f(1, 1) = 0$, the minimum of $f(x, y)$ on $x, y > 0$ occurs on the region $1/64 \le x, y \le 16$.
The minimum of $f(x, y)$ on the region $1/64 \le x, y \le 16$ may occur in the interior of the region (stationary points), or it may occur on the boundary of the region.
First, we can prove that $x = y = 1$ is the only stationary point of $f(x, y)$ on $x, y > 0$:
Fact 3: If $x, y > 0$ satisfies
$\frac{\partial f}{\partial x} = \frac{\partial f}{\partial y} = 0$, then $x = y = 1$.
(The proof is given at the end.)
Second, at the boundaries of the region $1/64 \le x, y \le 16$,
it is easy to verify that $f(x, y) > 1$
using (1) and Facts 1-2.
As a result, $f(x, y) \ge 0$ for all $1/64 \le x, y \le 16$.
Thus, $f(x, y) \ge 0$ for all $x, y > 0$.
We are done.
Proof of Fact 1:
Let $h(u) = (u - 1)\ln u - 2u\ln 2 + 3$.
Since $(u - 1)\ln u \ge 0$ for all $u > 0$, we have $h(u) > 0$ for all
$0 < u < \frac{3}{2\ln 2}$.
If $u \ge \frac{3}{2\ln 2}$,
using $\ln 2 < \frac{4}{5}$ and $\ln z \ge \frac{2(z - 1)}{z + 1}$ for all $z \ge 1 $, we have
$$h(u)
\ge (u - 1)\cdot \frac{2(u - 1)}{u + 1} - 2u\cdot \frac{4}{5} + 3
= \frac{2u^2 - 13u + 25}{5u + 5} > 0.$$
We are done.
Proof of Fact 2:
Let $H(u) = (u - 1)\ln u - 2u\ln 2 - 4$.
We have
$H'(u) = \ln u + 1 - \frac{1}{u} - 2\ln 2$.
If $0 < u \le \frac{1}{64}$, we have
$H'(u) < 0$ and thus
$H(u) \ge H(1/64) = \frac{47}{8}\ln 2 - 4 > 0$.
If $u \ge 16$, we have
$H'(u) > 0$ and thus
$H(u) \ge H(16) = 28\ln 2 - 4 > 0$.
We are done.
Proof of Fact 3:
We have
\begin{align*}
\frac{\partial f}{\partial x} &= 2\ln\frac{x + y}{2} + 1 - \ln x - \frac{1}{x}, \tag{2}\\
\frac{\partial f}{\partial y} &= 2\ln\frac{x + y}{2} + 1 - \ln y - \frac{1}{y}. \tag{3}
\end{align*}
(2) gives
$$y = -x + 2\sqrt{\mathrm{e}^{-1}x\mathrm{e}^{1/x}}. \tag{4}$$
[(2) - (3)] gives
$$\ln x + \frac{1}{x} = \ln y + \frac{1}{y}. \tag{5}$$
From (4) and (5), we have
$$\ln x + \frac{1}{x}
- \ln(-x + 2\sqrt{\mathrm{e}^{-1}x\mathrm{e}^{1/x}}) - \frac{1}{-x + 2\sqrt{\mathrm{e}^{-1}x\mathrm{e}^{1/x}}} = 0.$$
From $-x + 2\sqrt{\mathrm{e}^{-1}x\mathrm{e}^{1/x}}
> 0$, we have $\frac{1}{x}\mathrm{e}^{1/x} > \mathrm{e}/4$
which results in $0 < x < x_0$ where $x_0$ is the unique real root
of $\frac{1}{x}\mathrm{e}^{1/x} = \mathrm{e}/4$.
Let
$$g(x) = \ln x + \frac{1}{x}
- \ln(-x + 2\sqrt{\mathrm{e}^{-1}x\mathrm{e}^{1/x}}) - \frac{1}{-x + 2\sqrt{\mathrm{e}^{-1}x\mathrm{e}^{1/x}}}.$$
We have
$$g'(x) = - \frac{\sqrt{\mathrm{e}^{-1}x\mathrm{e}^{1/x}}}{x^2(-x + 2\sqrt{\mathrm{e}^{-1}x\mathrm{e}^{1/x}})^2}\cdot h(x)
- \frac{(x - 1)^2\sqrt{\mathrm{e}^{-1}x\mathrm{e}^{1/x}}}{x^2(-x + 2\sqrt{\mathrm{e}^{-1}x\mathrm{e}^{1/x}})^2} $$
where
\begin{align*}
h(x) &= 2\sqrt{x}\,(1 - x)(\mathrm{e}^{-1/2 + 1/(2x)} - 1) + \sqrt{x}\,(1 - \sqrt{x})^2\\
&\quad
+ 2x\sqrt{x}\left[\mathrm{e}^{1/2-1/(2x)} - 1 - \left(\frac{1}{2} - \frac{1}{2x}\right)\right].
\end{align*}
Since $(1 - x)(\mathrm{e}^{-1/2 + 1/(2x)} - 1) \ge 0$ for all $x > 0$,
and $\mathrm{e}^{1/2-1/(2x)} - 1 - \left(\frac{1}{2} - \frac{1}{2x}\right) \ge 0$
for all $x > 0$, we have $h(x) \ge 0$ for all $x > 0$.
Thus, $g'(x) < 0$ for all $x \in (0, 1)\cup (1, x_0)$. Also, $g'(1) = 0$ and $g(1) = 0$.
Thus, $g(x) = 0$ has exactly one real root, say $x = 1$.
From (4), we have $y = 1$.
We are done.