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Maximizing the Sum of the Distances between Four Points on the Unit Hemispherethanks: Supported by NSFC under Grant Nos. 12071282, 61772203.

Zhenbing Zeng[0000-0002-9728-1114] {}^{\mbox{\href https://orcid.org/0000-0002-9728-1114 }} Shanghai University, Department of Mathematics
Shanghai 200444, China [email protected] Shanghai University, Department of Mathematics
Shanghai 200444, ChinaShanghai University, Department of Mathematics
Shanghai 200444, ChinaShanghai University, Department of Mathematics
Shanghai 200444, China
   Jian Lu[0000-0002-0487-259X] {}^{\mbox{\href https://orcid.org/0000-0002-0487-259X }} Shanghai University, Department of Mathematics
Shanghai 200444, China [email protected] Shanghai University, Department of Mathematics
Shanghai 200444, ChinaShanghai University, Department of Mathematics
Shanghai 200444, China
    Yaochen Xu[0000-0002-5039-2781] {}^{\mbox{\href https://orcid.org/0000-0002-5039-2781 }} Shanghai University, Department of Mathematics
Shanghai 200444, China [email protected] Shanghai University, Department of Mathematics
Shanghai 200444, China
   Yuzheng Wang[0000-0002-0013-3466] {}^{\mbox{\href https://orcid.org/0000-0002-0013-3466 }} Shanghai University, Department of Mathematics
Shanghai 200444, China [email protected]
Abstract

In this paper, we prove a geometrical inequality which states that for any four points on a hemisphere with the unit radius, the largest sum of distances between the points is 4+424+4\sqrt{2}. In our method, we have constructed a rectangular neighborhood of the local maximum point in the feasible set, which size is explicitly determined, and proved that (1): the objective function is bounded by a quadratic polynomial which takes the local maximum point as the unique critical point in the neighborhood, and (2): the rest part of the feasible set can be partitioned into a finite union of a large number of very small cubes so that on each small cube the conjecture can be verified by estimating the objective function with exact numerical computation.

1 Introduction

Assume that four points are placed on the hemisphere of the unit radius:

S02:={(x,y,z)|x2+y2+z2=1,z0},S^{2}_{\geq 0}:=\{(x,y,z)|x^{2}+y^{2}+z^{2}=1,z\geq 0\},

we want to find the largest value of the sum of distances between them. A similar problem for maximizing the sum of distances between nn points on the unit sphere has been studied by many people in past (see [1], [2], and [3] for example), where we can see that the problem for four points is very easy and for n5n\geq 5 it becomes very difficult. To our knowledge, the question for points on hemispheres seems not settled yet in the literature.

As we will prove in Lemma 1, if the sum of distances between four points is maximal, then the center of the sphere must lie in the interior or on one of the surfaces of the tetrahedron formed by the four points, which immediately implies that, as shown in Fig. 1, at least three of the four points must lie on the equator of the hemisphere:

S1:={(x,y,0)|x2+y2=1}.S^{1}:=\{(x,y,0)|x^{2}+y^{2}=1\}.
Refer to caption
Figure 1: Four points on a hemisphere, three of them on the equator.

In the beginning, we guessed that the optimal configuration is formed by three vertices of an equilateral triangle inscribed in the equator with the fourth point at the North Pole, so the largest sum is equal to 33+329.438793113\sqrt{3}+3\sqrt{2}\approx 9.43879311\cdots. Soon we found that 33+323\sqrt{3}+3\sqrt{2} is not the maximal, since if we put all four points on the equator in a regular square form, then the sum of distances is:

42+4=9.65685424>33+329.43879311.4\sqrt{2}+4=9.65685424\cdots>3\sqrt{3}+3\sqrt{2}\approx 9.43879311\cdots.

Indeed, it is easy to see that if A,B,CA,B,C are arbitrary points on the equator and the point DS02D\in S^{2}_{\geq 0} is located very close to the North Pole NN, namely, if the distance d(D,N)=DN0.07268d(D,N)=DN\leq 0.07268, then we have

(AB+BC+CA)+AD+BD+CD33+(AN+DN)+(BN+DN)\displaystyle(AB+BC+CA)+AD+BD+CD\leq 3\sqrt{3}+(AN+DN)+(BN+DN)
+(CN+DN)33+32+3×0.072689.4388+0.21804<9.65685,\displaystyle+(CN+DN)\leq 3\sqrt{3}+3\sqrt{2}+3\times 0.07268\leq 9.4388+0.21804<9.65685,

and therefore, {A,B,C,D}\{A,B,C,D\} is not the optimal configuration.

Considering that the optimal configuration is invariant under the rotation around the zz-axis, we can express the optimal problem to a non-linear programming as follows:

max\displaystyle\max f:=0i<j3(xixj)2+(yiyj)2+(zizj)2,\displaystyle f:=\sum_{0\leq i<j\leq 3}\sqrt{(x_{i}-x_{j})^{2}+(y_{i}-y_{j})^{2}+(z_{i}-z_{j})^{2}}, (1)
s.t. xi2+yi2+zi2=1,i=0,1,2,3,\displaystyle x_{i}^{2}+y_{i}^{2}+z_{i}^{2}=1,\;i=0,1,2,3,
x0=0,y0=1,z0=z1=z2=0,z30.\displaystyle x_{0}=0,y_{0}=-1,z_{0}=z_{1}=z_{2}=0,\;z_{3}\geq 0.

We may try to solve this problem by using the Lagrangian multiplier method and symbolic computer algebra. It is easy to prove that

A:=(0,1,0),B:=(1,0,0),C:=(1,0,0),D:=(0,1,0)A:=(0,-1,0),\;B:=(1,0,0),\;C:=(-1,0,0),\;D:=(0,1,0)

form a local optimal solution of Problem (1), but it is hard to prove that it is also a global maximum. The attempt for proving that (A,B,C,D)(A,B,C,D) is the unique critical point of f:(S1)2×S02Rf:(S^{1})^{2}\times S^{2}_{\geq 0}\rightarrow R was not successful since too large objects occurred in the elimination process. We have also applied several numerical algorithms to search the optimal configuration and found from experiments that 42+44\sqrt{2}+4 seems to be the real global maximum. In this paper, we devote ourselves to construct a proof of this fact by combining numerical and symbolic computation. Our strategy is as follows. In the first stage (the numerical global search stage) we prove that

Theorem 1.

If A,B,CS1A,B,C\in S^{1} and DS02D\in S^{2}_{\geq 0} form an optimal configuration for Problem (1), then, up to a rotation of hemisphere around the zz-axis, we have

A=(0,1,0),BU,CV,DWA=(0,-1,0),\quad B\in U,\quad C\in V,\quad D\in W

where

U:={(x,y,0)|1δ1<x1,δ2<y<δ2}\displaystyle U:=\{(x,y,0)|1-\delta_{1}<x\leq 1,\;-\delta_{2}<y<\delta_{2}\} (2)
V:={(x,y,0)|1x<1+δ1,δ2<y<δ2}\displaystyle V:=\{(x,y,0)|-1\leq x<-1+\delta_{1},\;-\delta_{2}<y<\delta_{2}\} (3)
W:={(x,y,z)|δ2<x<δ2, 1δ1<y1, 0z<δ2}\displaystyle W:=\{(x,y,z)|-\delta_{2}<x<\delta_{2},\;1-\delta_{1}<y\leq 1,\;0\leq z<\delta_{2}\} (4)

and δ1=1/32,δ2=1/4\delta_{1}=1/32,\delta_{2}=1/4.

In this stage, we divide the set of the feasible points of Problem (1), namely, (S1)2×S02(U×V×W)(S_{1})^{2}\times S^{2}_{\geq 0}\setminus(U\times V\times W), into a disjoint union of finitely many small cubes and check the conjecture on each cube through estimating the upper bound of the objective function on that cube with exact numerical computation of computer algebra software like Maple, throw away those cubes where the conjecture is proved, and do branch-and-bound process recursively on the remained cubes. According to the Borel-Lebesgue covering theorem and the continuity of the objective function, this process will be terminated in finitely many rounds if the strict inequality f<42+4f<4\sqrt{2}+4 is actually true on the consideration set.

In the second stage (the local critical analysis stage), we use symbolic computation to prove the following inequality:

Theorem 2.

If U,V,WU,V,W are defined in Theorem 1. Then for any BU,CV,DWB\in U,C\in V,D\in W, the following inequality is valid:

AB+BC+CA+DA+DB+DC4+42.AB+BC+CA+DA+DB+DC\leq 4+4\sqrt{2}.

In this stage, we first verify that A=(0,1,0)A=(0,-1,0), B=(1,0,0),C=(1,0,0),D=(0,1,0)B=(1,0,0),C=(-1,0,0),D=(0,1,0) constitute a critical point of ff, and the objective function can be expressed in the form

f(A,B,C,D)=42+4+1Q(s,t,u,v)(XHXT+h.o.t.),f(A,B,C,D)=4\sqrt{2}+4+\frac{1}{Q(s,t,u,v)}\left(X\cdot H\cdot X^{T}+\mbox{h.o.t.}\right),

where (s,t,u,v)4(s,t,u,v)\in{\mathbb{R}}^{4} are determined by

B=(1s21+s2,2s1+s2,0),C=(1t21+t2,2t1+t2,0),B=(\frac{1-s^{2}}{1+s^{2}},\frac{2s}{1+s^{2}},0),\quad C=(-\frac{1-t^{2}}{1+t^{2}},\frac{2t}{1+t^{2}},0),

and

D=(2u1+u2,1v21+v2,z3)S02,D=(\frac{2u}{1+u^{2}},\;\frac{1-v^{2}}{1+v^{2}},\;z_{3})\in S^{2}_{\geq 0},

Q(s,t,u,v)Q(s,t,u,v) is a positive definite polynomial, HH is a negative semi-definite 4×44\times 4 symmetric matrix, and h.o.t. stands for higher order terms of polynomials, then construct a symmetric matrix MM, in a mechanical way, so that

XMXTh.o.t.XMXT,-XMX^{T}\leq h.o.t.\leq XMX^{T},

and H+ρMH+\rho\cdot M is negative semi-definite when (s,t,u,v)(s,t,u,v) satisfies that (B,C,D)U×V×W(B,C,D)\in U\times V\times W, and 1ρ1-1\leq\rho\leq 1.

Certainly, by combining Theorem 1 and Theorem 2 together, we get a complete solution to Problem (1). It is also clear that if we can construct larger neighborhoods in the local critical analysis stage, then the computation will be reduced significantly in the global numerical search stage, since f(X)f(X) is changing very slowly when XX approaches critical points. The first work to use this two-stage method for proving geometric inequality can be traced to 1988 when Jingzhong Zhang of Chengdu Branch of the Chinese Academy of Sciences gave a machine proof (unpublished) on a Sharp PC-1500 pocket computer to a geometric inequality of Zirakzadeh [4], which says that given a triangle ABCABC, any points P,Q,RP,Q,R on the boundary of ABCABC which divide the perimeter of ABCABC into three equal lengths satisfy PQ+QR+RP(AB+BC+CA)/2PQ+QR+RP\geq(AB+BC+CA)/2. A detailed explanation of Zhang’s method is given in [5]. Related to the automated deduction in the local critical analysis stage, a general construction method for computing the size of the locally optimal regions of multivariable homogeneous polynomials is presented in [6]. Notice also that in [7] Hou et al. reported a solution for maximizing the distance sum between five points on the unit sphere essentially using the two-stage method.

For the sake of page limitation, we will concentrate mainly to make an explanation to the local critical analysis (stage 2) for Problem (1) in this paper. The paper is organized as follows. In Section 2 we transform Problem (1) to an equivalent non-linear optimization problem which has relatively simple objective function f:(S1)2×D2R{f}:(S^{1})^{2}\times D^{2}\rightarrow R. In Section 3 we prove a stronger version of Theorem 2. In Section 4 we concisely describe the process of global numerical search for proving Theorem 1.

2 Prelimnaries

Lemma 1.

If A,B,C,DA,B,C,D are four points on the upper hemisphere S02S^{2}_{\geq 0} such that the sum of distances between them is maximal, then the sphere center OO is contained in the interior of ABCDABCD or lies on one surface of ABCDABCD.

Proof.

It is easy to see that the convex hull of any four points on a sphere is either a tetrahedron or a planar (convex) quadrilateral, and in the latter case, if the sum of distances between them is maximal, then they are all on the equator and OO is contained in the interior of the quadrilateral.

Now we assume that the convex of A,B,C,DA,B,C,D is a tetrahedron and that the center of the sphere OO lies in the outside of ABCDABCD, then, without loss of generality, we can assume further that DD and OO lie at different sides of the plane ABCABC. Let rr be the radius of the circumcircle of the triangle ABCABC, OO^{\prime} the center of the circle.

If r<1r<1, then the plane determined by A,B,CA,B,C cuts the unit sphere into two spherical caps, whereas DD lies on the smaller one (denoted by KDK_{D}), and OO lies in the interior of the convex hull of the larger one (denoted by KOK_{O}). Construct the sphere S2{S^{\prime}}^{2} with center at OO^{\prime} and radius rr. Then A,B,CA,B,C are on a great circle on S2{S^{\prime}}^{2} and the plane ABCABC cuts S2{S^{\prime}}^{2} into two hemispheres. Let S02{S^{\prime}}^{2}_{\geq 0} be the hemisphere of S2{S^{\prime}}^{2} which lies in the same side of the plane ABCABC with DD. Then, KDK_{D} is contained in the interior of S02{S^{\prime}}^{2}_{\geq 0} and DD is contained in the interior of the convex hull of S02{S^{\prime}}^{2}_{\geq 0}. Let DD^{\prime} be the point on S02{S^{\prime}}^{2}_{\geq 0} so that DDABCD^{\prime}D\perp ABC. Then it is easy to see that

AD<AD,BD<BD,CD<CD,AD<AD^{\prime},BD<BD^{\prime},CD<CD^{\prime},

and therefore,

AB+BC+CA+AD+BD+CD<AB+BC+CA+AD+BD+CD\displaystyle AB+BC+CA+AD+BD+CD<AB+BC+CA+AD^{\prime}+BD^{\prime}+CD^{\prime}
\displaystyle\leq maxPS02(AB+BC+CA+AP+BP+CP)\displaystyle\max_{P^{\prime}\in{S^{\prime}}^{2}_{\geq 0}}(AB+BC+CA+AP^{\prime}+BP^{\prime}+CP^{\prime})
\displaystyle\leq maxA1,B1,C1,D1S02(A1B1+B1C1+C1A1+A1D1+B1D1+C1D2)\displaystyle\max_{A_{1},B_{1},C_{1},D_{1}\in{S^{\prime}}^{2}_{\geq 0}}(A_{1}B_{1}+B_{1}C_{1}+C_{1}A_{1}+A_{1}D_{1}+B_{1}D_{1}+C_{1}D_{2})
=\displaystyle= r(AB+AC+AD+BC+CD+DB),\displaystyle\;r\cdot(AB+AC+AD+BC+CD+DB),

which is impossible since r<1r<1.

If r=1r=1 and OO is neither in the interior of ABCDABCD and nor in the triangle ABCABC and its edges, then A,B,CA,B,C are on the equator of S02S^{2}_{\geq 0}. Without loss of generality, we may assume that A,OA,O lie on different sides of line BCBC. Let r2r_{2} be the radius of the circumcircle of the triangle BCDBCD, O′′O^{\prime\prime} the center of the circle. Construct the sphere S′′2S^{\prime\prime 2} with center at O′′O^{\prime\prime} and radius r2<1r_{2}<1. Then the plane BCDBCD cuts S′′2S^{\prime\prime 2} into two hemispheres. Let S0′′2S^{\prime\prime 2}_{\geq 0} be the hemisphere that lies on the same side of the plane BCDBCD with AA. Then AA is contained in the interior of S0′′2S^{\prime\prime 2}_{\geq 0}. Let AS0′′2A^{\prime}\in S^{\prime\prime 2}_{\geq 0} be the point satisfying AABCDA^{\prime}A\perp BCD. Then we will have

AB+BC+CA+AD+BD+CD<AB+BC+CA+AD+BD+CD\displaystyle AB+BC+CA+AD+BD+CD<A^{\prime}B+BC+CA^{\prime}+A^{\prime}D+BD+CD
\displaystyle\leq r2(AB+BC+CA+AD+BD+CD),\displaystyle r_{2}(AB+BC+CA+AD+BD+CD),

which is also impossible since r2<1r_{2}<1.

Finally we proved that if A,B,C,DS02A,B,C,D\in S^{2}_{\geq 0} form an optimal solution of Problem (1), then A,B,CA,B,C are on the equator of the hemisphere, and OO is in the interior or edges of ABCABC, up to a permutation of the four points. ∎

According to Lemma 1, we may assume that A=(x0,y0,0)=(0,1,0)A=(x_{0},y_{0},0)=(0,-1,0), B=(x1,y1,0),C=(x2,y2,0)S1B=(x_{1},y_{1},0),C=(x_{2},y_{2},0)\in S^{1} and D=(x3,y3,z3)S02D=(x_{3},y_{3},z_{3})\in S^{2}_{\geq 0} and search the maximal sum of the distances between the four points. It is clear that for any two points P=(x,y,z),Q=(x,y,z)S2P=(x,y,z),Q=(x^{\prime},y^{\prime},z^{\prime})\in S^{2} with zz=0z\cdot z^{\prime}=0, we have

PQ=d(P,Q)=(xx)2+(yy)2+(zz)2=2(1xxyy).PQ=d(P,Q)=\sqrt{(x-x^{\prime})^{2}+(y-y^{\prime})^{2}+(z-z^{\prime})^{2}}=\sqrt{2\cdot(1-x\,x^{\prime}-y\,y^{\prime})}.

Define the “warp distance” between two points P1=(x,y),Q1=(x,y)P_{1}=(x,y),Q_{1}=(x^{\prime},y^{\prime}) in the unit disk D2D^{2} as follows:

δ(P1,Q1):=22xx2yy.\delta(P_{1},Q_{1}):=\sqrt{2-2xx^{\prime}-2yy^{\prime}}.

Let

()1:32,(x,y,z)(x,y),(\,)_{1}:{\mathbb{R}}^{3}\rightarrow{\mathbb{R}}^{2},\quad(x,y,z)\mapsto(x,y), (5)

be the zz-projection. Then for A,B,CA,B,C on the equator and DD on the hemisphere S02S^{2}_{\geq 0}, we have

d(P,Q)=δ(P1,Q1)d(P,Q)=\delta(P_{1},Q_{1})

for P,Q{A,B,C,D}P,Q\in\{A,B,C,D\}. Thus, we can transform Problem (1) into the following optimization problem on S1×S1×D2S^{1}\times S^{1}\times D^{2}:

max\displaystyle\max δ(A1,B1)+δ(B1,C1)+δ(C1,A1)+δ(A1,D1)+δ(B1,D1)+δ(C1,D1),\displaystyle\delta(A_{1},B_{1})+\delta(B_{1},C_{1})+\delta(C_{1},A_{1})+\delta(A_{1},D_{1})+\delta(B_{1},D_{1})+\delta(C_{1},D_{1}),
s.t. A1=(0,1),B1=(x1,y1),C1=(x2,y2)S1:={(x,y)|x2+y2=1},\displaystyle A_{1}=(0,-1),B_{1}=(x_{1},y_{1}),C_{1}=(x_{2},y_{2})\in S^{1}:=\{(x,y)|x^{2}+y^{2}=1\}, (6)
D1=(x3,y3)D2={(x,y)|x2+y21}.\displaystyle D_{1}=(x_{3},y_{3})\in D^{2}=\{(x,y)\;|\;x^{2}+y^{2}\leq 1\}.

It is clear that {A,B,C,D}\{A,B,C,D\} is an optimal configuration of Problem (1) if and only if {A1,B1,C1,D1}\{A_{1},B_{1},C_{1},D_{1}\} is an optimal configuration of Problem (2). We will prove the following result:

Theorem 3.

If A1=(0,1)A_{1}=(0,-1) and B1=(x1,y1),C1=(x2,y2),D1=(x3,y3)[1,1]×[1,1]B_{1}=(x_{1},y_{1}),C_{1}=(x_{2},y_{2}),D_{1}=(x_{3},y_{3})\in[-1,1]\times[-1,1] satisfy the following conditions:

(i)\displaystyle(\mbox{\rm i}) x12+y12=1,|x11|1/25,|y1|7/25,\displaystyle\phantom{x}x_{1}^{2}+y_{1}^{2}=1,\;|x_{1}-1|\leq 1/25,\;|y_{1}|\leq 7/25,
(ii)\displaystyle(\mbox{\rm ii}) x22+y22=1,|x2+1|1/25,|y2|7/25,\displaystyle\phantom{x}x_{2}^{2}+y_{2}^{2}=1,\;|x_{2}+1|\leq 1/25,\;|y_{2}|\leq 7/25,
(iii)\displaystyle(\mbox{\rm iii}) |x3|7/25,|y31|1/25,\displaystyle\phantom{x}|x_{3}|\leq 7/25,\;|y_{3}-1|\leq 1/25,
(iv)\displaystyle(\mbox{\rm iv}) the triangle ABC contains O=(0,0) in its inside or edges,\displaystyle\phantom{x}\mbox{the triangle $ABC$ contains $O=(0,0)$ in its inside or edges},

then

δ(A1,B1)+δ(B1,C1)+δ(C1,D1)+δ(A1,D1)+δ(B1,D1)+δ(C1,D1)4+42,\delta(A_{1},B_{1})\!+\!\delta(B_{1},C_{1})\!+\!\delta(C_{1},D_{1})\!+\!\delta(A_{1},D_{1})\!+\!\delta(B_{1},D_{1})\!+\!\delta(C_{1},D_{1})\leq 4\!+\!4\sqrt{2},

and the equality holds if and only if B1=(1,0),C1=(1,0),D1=(0,1)B_{1}=(1,0),C_{1}=(-1,0),D_{1}=(0,1).

This result is stronger than Theorem 2, since if A=(0,1,0)A=(0,-1,0), and

B[3132,1]×[14,14],C[1,3132]×[14,14],D[14,14]×[3132,1]×[0,14],B\in[\frac{31}{32},1]\times[-\frac{1}{4},\frac{1}{4}],C\in[-1,-\frac{31}{32}]\times[-\frac{1}{4},\frac{1}{4}],D\in[-\frac{1}{4},\frac{1}{4}]\times[\frac{31}{32},1]\times[0,\frac{1}{4}],

then their zz-projections A1,B1,C1,D1A_{1},B_{1},C_{1},D_{1} satisfy the conditions (i), (ii) and (iii) in Theorem 3. To prove Theorem 3 we first setup a parametric representation for the coordinates of points B1,C1,D1B_{1},C_{1},D_{1} in Problem (2). Notice that the property OABCO\in ABC in Lemma 1 implies that x1x2<0x_{1}x_{2}<0 so we may assume that

x1=1s21+s2,y1=2s1+s2,x2=1t21+t2,y2=2t1+t2,x_{1}=\frac{1-s^{2}}{1+s^{2}},\;y_{1}=\frac{2s}{1+s^{2}},\quad x_{2}=-\frac{1-t^{2}}{1+t^{2}},\;y_{2}=\frac{2t}{1+t^{2}},

for 1s,t1-1\leq s,t\leq 1, and since the optimal configuration A,B,C,DA,B,C,D satisfies

AD+BD+CD4+42(AB+BC+CA)4+4233>32,AD+BD+CD\geq 4+4\sqrt{2}-(AB+BC+CA)\geq 4+4\sqrt{2}-3\sqrt{3}>3\sqrt{2},

so without loss of generality, we may take A=(0,1,0)A=(0,-1,0) such that

AD=2+2y3=max{AD,BD,CD}>2,AD=\sqrt{2+2y_{3}}=\max\{AD,BD,CD\}>\sqrt{2},

and therefore y3>0y_{3}>0, and we assumed that

x3=2u1+u2,y3=1v21+v2,x_{3}=\frac{2u}{1+u^{2}},\;y_{3}=\frac{1-v^{2}}{1+v^{2}},

for 1u1-1\leq u\leq 1 and 0u10\leq u\leq 1. Furthermore, the condition (x3,y3)D2(x_{3},y_{3})\in D^{2} together with v0v\geq 0 implies that vuv-v\leq u\leq v. Thus, the constraint conditions of Problem (2) can be expressed as

B1=(1s21+s2,2s1+s2),C1=(1t21+t2,2t1+t2),D1=(2u1+u2,1v21+v2),\displaystyle B_{1}=(\frac{1-s^{2}}{1+s^{2}},\frac{2s}{1+s^{2}}),C_{1}=(-\frac{1-t^{2}}{1+t^{2}},\frac{2t}{1+t^{2}}),D_{1}=(\frac{2u}{1+u^{2}},\;\frac{1-v^{2}}{1+v^{2}}),
1s,t,u1,0v1,vuv.\displaystyle-1\leq s,t,u\leq 1,0\leq v\leq 1,-v\leq u\leq v.

We also need the following two lemmas in the proof of Theorem 3.

Lemma 2.

For 1x1-1\leq x\leq 1,

1x112x18x2116x3.\sqrt{1-x}\leq 1-\frac{1}{2}\,x-\frac{1}{8}\,x^{2}-\frac{1}{16}\,x^{3}.
Proof.
(112x18x2116x3)2(1x)=x4(x2+4x+20)256>0.\left(1-\frac{1}{2}\,x-\frac{1}{8}\,x^{2}-\frac{1}{16}\,x^{3}\right)^{2}-(1-x)={\frac{{x}^{4}\left({x}^{2}+4\,x+20\right)}{256}}>0.

Lemma 3.

If x1,x2,,xnx_{1},x_{2},\cdots,x_{n} are positive real numbers such that x1,x2,,xnrx_{1},x_{2},\cdots,x_{n}\leq r, then

x1d1x2d2xndnrN2N(x12d1+x22d2++xn2dn),x_{1}^{d_{1}}x_{2}^{d_{2}}\cdots x_{n}^{d_{n}}\leq\frac{r^{N-2}}{N}\left(x_{1}^{2}\cdot d_{1}+x_{2}^{2}\cdot d_{2}+\cdots+x_{n}^{2}\cdot d_{n}\right), (7)

where N=d1+d2++dnN=d_{1}+d_{2}+\cdots+d_{n}.

Proof.

Let y1,y2,,yNy_{1},y_{2},\cdots,y_{N} be a permutation of the following N=d1+d2++dNN=d_{1}+d_{2}+\cdots+d_{N} numbers

x1,,x1d1,x2,,x2d2,,xn,,xndn,\overbrace{x_{1},\cdots,x_{1}}^{d_{1}},\;\overbrace{x_{2},\cdots,x_{2}}^{d_{2}},\;\cdots,\;\overbrace{x_{n},\cdots,x_{n}}^{d_{n}},

then 0<y1,y2,,yNr0<y_{1},y_{2},\cdots,y_{N}\leq r and

x1d1x2d2xndn=y1y2yN1N(N1)1i<j<N2yiyjrN2\displaystyle\phantom{=}x_{1}^{d_{1}}x_{2}^{d_{2}}\cdots x_{n}^{d_{n}}=y_{1}y_{2}\cdots y_{N}\leq\frac{1}{N(N-1)}\sum_{1\leq i<j<N}2y_{i}y_{j}\cdot r^{N-2}
=rN2N(N1)((y1+y2++yN)2(y12+y22++yN2))\displaystyle=\frac{r^{N-2}}{N(N-1)}\left((y_{1}+y_{2}+\cdots+y_{N})^{2}-(y_{1}^{2}+y_{2}^{2}+\cdots+y_{N}^{2})\right)
=rN2N(N1)((d1x1+d2x2+dnxn)2(d1x12+d2x22++dnxn2))\displaystyle=\frac{r^{N-2}}{N(N-1)}\left((d_{1}x_{1}+d_{2}x_{2}+d_{n}x_{n})^{2}-(d_{1}x_{1}^{2}+d_{2}x_{2}^{2}+\cdots+d_{n}x_{n}^{2})\right)
=rN2N(N1)(k=1n(dk2dk)xk2+ 21i<jndidjxixj)\displaystyle=\frac{r^{N-2}}{N(N-1)}\left(\sum_{k=1}^{n}(d_{k}^{2}-d_{k})x_{k}^{2}\;+\;2\sum_{1\leq i<j\leq n}d_{i}d_{j}\cdot x_{i}x_{j}\right)
rN2N(N1)(k=1n(dk2dk)xk2+1i<jndidj(xi2+xj2)).\displaystyle\leq\frac{r^{N-2}}{N(N-1)}\left(\sum_{k=1}^{n}(d_{k}^{2}-d_{k})x_{k}^{2}\;+\sum_{1\leq i<j\leq n}d_{i}d_{j}(x_{i}^{2}+x_{j}^{2})\right).

Now we compute

S=1i<jndidj(xi2+xj2)S=\sum_{1\leq i<j\leq n}d_{i}d_{j}(x_{i}^{2}+x_{j}^{2})

as follows.

2S\displaystyle 2S =1i,jndidj(xi2+xj2)k=1ndk2(xk2+xk2)\displaystyle=\sum_{1\leq i,j\leq n}d_{i}d_{j}(x_{i}^{2}+x_{j}^{2})-\sum_{k=1}^{n}d_{k}^{2}(x_{k}^{2}+x_{k}^{2})
=i=1n[dixi2(j=1ndj)]+j=1n[(i=1ndi)djxj2]2k=1n[dk2xk2]\displaystyle=\sum_{i=1}^{n}\Big{[}d_{i}x_{i}^{2}(\sum_{j=1}^{n}d_{j})\Big{]}+\sum_{j=1}^{n}\Big{[}(\sum_{i=1}^{n}d_{i})d_{j}x_{j}^{2}\Big{]}-2\sum_{k=1}^{n}\big{[}d_{k}^{2}x_{k}^{2}\big{]}
=2Ni=1ndixi22k=1ndk2xk2.\displaystyle=2N\sum_{i=1}^{n}d_{i}x_{i}^{2}-2\sum_{k=1}^{n}d_{k}^{2}x_{k}^{2}.

Therefore,

x1d1x2d2xndnrN2N(N1)(N1)k=1ndkxk2=rN2N(d1x12+d2x22++dnxn2),x_{1}^{d_{1}}x_{2}^{d_{2}}\cdots x_{n}^{d_{n}}\leq\frac{r^{N-2}}{N(N\!-\!1)}\!\cdot\!{(N\!-\!1)}\sum_{k=1}^{n}d_{k}x_{k}^{2}=\frac{r^{N-2}}{N}(d_{1}x_{1}^{2}+d_{2}x_{2}^{2}+\cdots+d_{n}x_{n}^{2}),

as claimed. ∎

3 Automated Local Critical Analysis

Now we give the proof of Theorem 3.

Proof.

For simplicity we drop the subscripts of A1,B1,C1,D1A_{1},B_{1},C_{1},D_{1}. Assume that

B=(x1,y1)=(1s21+s2,2s1+s2),C=(x2,y2)=(1t21+t2,2t1+t2),B=(x_{1},y_{1})=(\frac{1-s^{2}}{1+s^{2}},\frac{2s}{1+s^{2}}),\;C=(x_{2},y_{2})=(-\frac{1-t^{2}}{1+t^{2}},\frac{2t}{1+t^{2}}),

and

D=(x3,y3)=(2u1+u2,1v21+v2).D=(x_{3},y_{3})=(\frac{2u}{1+u^{2}},\frac{1-v^{2}}{1+v^{2}}).

Then, the conditions (i), (ii), (iii) in Theorem 3 can be transformed into

1/7s,t,u,v1/7,-1/7\leq s,t,u,v\leq 1/7,

and the condition (iv) that O=(0,0)O=(0,0) is in the inside (or on the edges) of ABCABC can be represented by that the oriented area of ABCABC is positive,

12𝚍𝚎𝚝[001s2+1s2+12ss2+11t2+1t2+12tt2+11]=(s+t)(1st)(t2+1)(s2+1)0, i.e., s+t0.\frac{1}{2}\,{\tt det}\left[\begin{array}[]{ccc}0&0&1\\ \vskip 6.0pt plus 2.0pt minus 2.0pt\cr{\frac{-{s}^{2}+1}{{s}^{2}+1}}&{\frac{2\,s}{{s}^{2}+1}}&1\\ \vskip 6.0pt plus 2.0pt minus 2.0pt\cr-{\frac{-{t}^{2}+1}{{t}^{2}+1}}&{\frac{2\,t}{{t}^{2}+1}}&1\end{array}\right]={\frac{\left(s+t\right)\left(1-s\,t\right)}{\left({t}^{2}+1\right)\left({s}^{2}+1\right)}}\geq 0,\;\mbox{ i.e., }\;s+t\geq 0. (8)

Applying Lemma 2, we have

δ(A,B)\displaystyle\delta(A,B) =2+4ss2+12+2ss2+12s22(s2+1)2+2s32(s2+1)3,\displaystyle=\sqrt{2+{\frac{4\,s}{{s}^{2}+1}}}\leq\sqrt{2}+{\frac{\sqrt{2}s}{{s}^{2}+1}}-{\frac{\sqrt{2}{s}^{2}}{2\,\left({s}^{2}+1\right)^{2}}}+{\frac{\sqrt{2}{s}^{3}}{2\,\left({s}^{2}+1\right)^{3}}}, (9)
δ(A,C)\displaystyle\delta(A,C) =2+4tt2+12+2tt2+12t22(t2+1)2+2t32(t2+1)3,\displaystyle=\sqrt{2+{\frac{4\,t}{{t}^{2}+1}}}\leq\sqrt{2}+{\frac{\sqrt{2}t}{{t}^{2}+1}}-{\frac{\sqrt{2}{t}^{2}}{2\,\left({t}^{2}+1\right)^{2}}}+{\frac{\sqrt{2}{t}^{3}}{2\,\left({t}^{2}+1\right)^{3}}}, (10)
δ(A,D)\displaystyle\delta(A,D) =2+2v2+1v2+12v2v2+1v44(v2+1)2v68(v2+1)3,\displaystyle=\sqrt{2+2\,{\frac{-{v}^{2}+1}{{v}^{2}+1}}}\leq 2-{\frac{{v}^{2}}{{v}^{2}+1}}-{\frac{{v}^{4}}{4\,\left({v}^{2}+1\right)^{2}}}-{\frac{{v}^{6}}{8\,\left({v}^{2}+1\right)^{3}}}, (11)
δ(B,C)\displaystyle\delta(B,C) =2+2(t2+1)(s2+1)(t2+1)(s2+1)8st(t2+1)(s2+1)\displaystyle=\sqrt{2+2\,{\frac{\left(-{t}^{2}+1\right)\left(-{s}^{2}+1\right)}{\left({t}^{2}+1\right)\left({s}^{2}+1\right)}}-{\frac{8\,st}{\left({t}^{2}+1\right)\left({s}^{2}+1\right)}}}
=21s2+t2(t2+1)(s2+1)2st(t2+1)(s2+1)\displaystyle=2\,\sqrt{1-{\frac{{s}^{2}+{t}^{2}}{\left({t}^{2}+1\right)\left({s}^{2}+1\right)}}-{\frac{2\,st}{\left({t}^{2}+1\right)\left({s}^{2}+1\right)}}}
2s2+2st+t2(t2+1)(s2+1)(s2+2st+t2)24(t2+1)2(s2+1)2(s2+2st+t2)38(t2+1)3(s2+1)3,\displaystyle\leq 2\!-\!{\frac{{s}^{2}+2\,st+{t}^{2}}{\left({t}^{2}+1\right)\left({s}^{2}+1\right)}}\!-\!{\frac{\left({s}^{2}+2\,st+{t}^{2}\right)^{2}}{4\,\left({t}^{2}+1\right)^{2}\left({s}^{2}+1\right)^{2}}}\!-\!{\frac{\left({s}^{2}+2\,st+{t}^{2}\right)^{3}}{8\,\left({t}^{2}+1\right)^{3}\left({s}^{2}+1\right)^{3}}}, (12)
δ(D,B)\displaystyle\delta(D,B) =2+4(s2+1)u(s2+1)(u2+1)4s(v2+1)(s2+1)(v2+1)\displaystyle=\sqrt{2+4\,{\frac{\left(-{s}^{2}+1\right)u}{\left({s}^{2}+1\right)\left({u}^{2}+1\right)}}-4\,{\frac{s\left(-{v}^{2}+1\right)}{\left({s}^{2}+1\right)\left({v}^{2}+1\right)}}}
22(s2uv2su2v2+s2u+su2sv2uv2+su)(s2+1)(u2+1)(v2+1)\displaystyle\leq\sqrt{2}-{\frac{\sqrt{2}\left({s}^{2}u{v}^{2}-s{u}^{2}{v}^{2}+{s}^{2}u+s{u}^{2}-s{v}^{2}-u{v}^{2}+s-u\right)}{\left({s}^{2}+1\right)\left({u}^{2}+1\right)\left({v}^{2}+1\right)}}
1/22(s2uv2su2v2+s2u+su2sv2uv2+su)2(s2+1)2(u2+1)2(v2+1)2\displaystyle\phantom{\leq}-1/2\,{\frac{\sqrt{2}\left({s}^{2}u{v}^{2}-s{u}^{2}{v}^{2}+{s}^{2}u+s{u}^{2}-s{v}^{2}-u{v}^{2}+s-u\right)^{2}}{\left({s}^{2}+1\right)^{2}\left({u}^{2}+1\right)^{2}\left({v}^{2}+1\right)^{2}}}
1/22(s2uv2su2v2+s2u+su2sv2uv2+su)3(s2+1)3(u2+1)3(v2+1)3,\displaystyle\phantom{\leq}-1/2\,{\frac{\sqrt{2}\left({s}^{2}u{v}^{2}-s{u}^{2}{v}^{2}+{s}^{2}u+s{u}^{2}-s{v}^{2}-u{v}^{2}+s-u\right)^{3}}{\left({s}^{2}+1\right)^{3}\left({u}^{2}+1\right)^{3}\left({v}^{2}+1\right)^{3}}}, (13)
δ(C,D)\displaystyle\delta(C,D) =24(t2+1)u(t2+1)(u2+1)4t(v2+1)(t2+1)(v2+1)\displaystyle=\sqrt{2-4\,{\frac{\left(-{t}^{2}+1\right)u}{\left({t}^{2}+1\right)\left({u}^{2}+1\right)}}-4\,{\frac{t\left(-{v}^{2}+1\right)}{\left({t}^{2}+1\right)\left({v}^{2}+1\right)}}}
2+2(t2uv2+tu2v2+t2utu2+tv2uv2tu)(t2+1)(u2+1)(v2+1)\displaystyle\phantom{\leq}\leq\sqrt{2}+{\frac{\sqrt{2}\left({t}^{2}u{v}^{2}+t{u}^{2}{v}^{2}+{t}^{2}u-t{u}^{2}+t{v}^{2}-u{v}^{2}-t-u\right)}{\left({t}^{2}+1\right)\left({u}^{2}+1\right)\left({v}^{2}+1\right)}}
1/22(t2uv2+tu2v2+t2utu2+tv2uv2tu)2(t2+1)2(u2+1)2(v2+1)2\displaystyle\phantom{\leq}-1/2\,{\frac{\sqrt{2}\left({t}^{2}u{v}^{2}+t{u}^{2}{v}^{2}+{t}^{2}u-t{u}^{2}+t{v}^{2}-u{v}^{2}-t-u\right)^{2}}{\left({t}^{2}+1\right)^{2}\left({u}^{2}+1\right)^{2}\left({v}^{2}+1\right)^{2}}}
+1/22(t2uv2+tu2v2+t2utu2+tv2uv2tu)3(t2+1)3(u2+1)3(v2+1)3.\displaystyle\phantom{\leq}+1/2\,{\frac{\sqrt{2}\left({t}^{2}u{v}^{2}+t{u}^{2}{v}^{2}+{t}^{2}u-t{u}^{2}+t{v}^{2}-u{v}^{2}-t-u\right)^{3}}{\left({t}^{2}+1\right)^{3}\left({u}^{2}+1\right)^{3}\left({v}^{2}+1\right)^{3}}}. (14)

Summer up the right sides of (9) to (14), we have

δ(A,B)+δ(A,C)+δ(A,D)+δ(B,C)+δ(C,D)+δ(D,B)\displaystyle\delta(A,B)+\delta(A,C)+\delta(A,D)+\delta(B,C)+\delta(C,D)+\delta(D,B)
\displaystyle\leq 4+42+J(s,t,u,v)8(t2+1)3(s2+1)3(v2+1)3(u2+1)3,\displaystyle 4+4\sqrt{2}+\frac{J(s,t,u,v)}{8\,\left({t}^{2}+1\right)^{3}\left({s}^{2}+1\right)^{3}\left({v}^{2}+1\right)^{3}\left({u}^{2}+1\right)^{3}},

where J(s,t,u,v)J(s,t,u,v) is a polynomial of s,t,u,vs,t,u,v with 12881288 monomials, and the lowerest and higher degree of the monomials are 22 and 2424, respectively. Let HjH_{j} be the homogeneous terms of degree jj. To prove Theorem 3, we need to verify that J(s,t,u,v)0J(s,t,u,v)\leq 0 for all s,t,u,v[1/7,1/7]s,t,u,v\in[-1/7,1/7] with extra condition s+t0s+t\geq 0.

The the expanded form of H2,H3,H4H_{2},H_{3},H_{4} has 9,20,289,20,28 terms, respectively,

H2=\displaystyle H_{2}= 8(2+1)s216st8(2+1)t2+82su82tu82u28v2,\displaystyle-8(\sqrt{2}+1){s}^{2}-16st-8(\sqrt{2}+1){t}^{2}+8\sqrt{2}su-8\sqrt{2}tu-8\sqrt{2}{u}^{2}-8{v}^{2}, (15)
H3=\displaystyle H_{3}= 42(sutu+3u24v2)(s+t),\displaystyle-4\,\sqrt{2}\left(su-tu+3\,{u}^{2}-4\,{v}^{2}\right)\left(s+t\right), (16)
H4=\displaystyle H_{4}= 18v482s482t482u4482s2t2322s2u282s2v2\displaystyle-18{v}^{4}-8\sqrt{2}{s}^{4}-8\sqrt{2}{t}^{4}-8\sqrt{2}{u}^{4}-48\sqrt{2}{s}^{2}{t}^{2}-32\sqrt{2}{s}^{2}{u}^{2}-8\sqrt{2}{s}^{2}{v}^{2}
+162su3322t2u282t2v2162tu3242u2v244s2t2\displaystyle+16\,\sqrt{2}s{u}^{3}-32\,\sqrt{2}{t}^{2}{u}^{2}-8\,\sqrt{2}{t}^{2}{v}^{2}-16\,\sqrt{2}t{u}^{3}-24\,\sqrt{2}{u}^{2}{v}^{2}-44\,{s}^{2}{t}^{2}
24s2u248s2v224t2u248t2v224u2v240s3t40st3\displaystyle-24\,{s}^{2}{u}^{2}-48\,{s}^{2}{v}^{2}-24\,{t}^{2}{u}^{2}-48\,{t}^{2}{v}^{2}-24\,{u}^{2}{v}^{2}-40\,{s}^{3}t-40\,s{t}^{3}
48stu248stv2242s2tu+242st2u+82suv2\displaystyle-48\,st{u}^{2}-48\,st{v}^{2}-24\,\sqrt{2}{s}^{2}tu+24\,\sqrt{2}s{t}^{2}u+8\,\sqrt{2}su{v}^{2}
82tuv218s418t4.\displaystyle-8\,\sqrt{2}tu{v}^{2}-18\,{s}^{4}-18\,{t}^{4}. (17)

The number of monomials in H5,H6,,H24H_{5},H_{6},\cdots,H_{24} are listed as follows:

20,59,44,101,70,134,88,145,90,133,74,100,50,59,26,29,10,10,2,1,20,59,44,101,70,134,88,145,90,133,74,100,50,59,26,29,10,10,2,1,

and

H23=162s6t5u6v6+162s5t6u6v6,H24=11s6t6u6v6.H_{23}=16\,\sqrt{2}{s}^{6}{t}^{5}{u}^{6}{v}^{6}+16\,\sqrt{2}{s}^{5}{t}^{6}{u}^{6}{v}^{6},\quad H_{24}=-11\,{s}^{6}{t}^{6}{u}^{6}{v}^{6}.

Let H:=H5+H6++H24H:=H_{5}+H_{6}+\cdots+H_{24}. Let

s=𝚊𝚋𝚜(s),t=𝚊𝚋𝚜(t),u=𝚊𝚋𝚜(u),v=𝚊𝚋𝚜(v),s^{\prime}={\tt abs}(s),\;t^{\prime}={\tt abs}(t),\;u^{\prime}={\tt abs}(u),v^{\prime}={\tt abs}(v),

be the absolute values and the transformation

𝒯:[s,t,u,v][s,t,u,v]{\mathcal{T}}:{\mathbb{R}}[s,t,u,v]\longrightarrow{\mathbb{R}}[s^{\prime},t^{\prime},u^{\prime},v^{\prime}]

be defined by

𝒯(ad1,d2,d3,d4sd1td2ud3vd4)=bd1,d2,d3,d4sd1td2ud3vd4,{\mathcal{T}}\left(\sum a_{d_{1},d_{2},d_{3},d_{4}}s^{d_{1}}t^{d_{2}}u^{d_{3}}v^{d_{4}}\right)=\sum b_{d_{1},d_{2},d_{3},d_{4}}{s^{\prime}}^{d_{1}}{t^{\prime}}^{d_{2}}{u^{\prime}}^{d_{3}}{v^{\prime}}^{d_{4}},

where

bd1,d2,d3,d4={0, if all d1,d2,d3,d4 are even integers, and ad1,d2,d3,d4<0,𝚊𝚋𝚜(ad1,d2,d3,d4), otherwise.b_{d_{1},d_{2},d_{3},d_{4}}=\left\{\begin{array}[]{l}0,\mbox{ if all $d_{1},d_{2},d_{3},d_{4}$ are even integers, and $a_{d_{1},d_{2},d_{3},d_{4}}<0$},\\[3.0pt] {\tt abs}(a_{d_{1},d_{2},d_{3},d_{4}}),\mbox{ otherwise}.\end{array}\right.

Then

J(s,t,u,v)H2+H3+H4+TH(s,t,u,v),J(s,t,u,v)\leq H_{2}+H_{3}+H_{4}+\mbox{\it TH}(s^{\prime},t^{\prime},u^{\prime},v^{\prime}), (18)

here

TH(s,t,u,v)=𝒯(H5)++𝒯(H24)\mbox{\it TH}(s^{\prime},t^{\prime},u^{\prime},v^{\prime})={\mathcal{T}}(H_{5})+\cdots+{\mathcal{T}}(H_{24})

has 797 monomials, in which 𝒯(H24)=0{\mathcal{T}}(H_{24})=0, and 𝒯(Hd)(d=5,6,,23){\mathcal{T}}(H_{d})\;(d=5,6,\cdots,23) has

20,24,44,42,70,57,88,64,90,57,74,42,50,24,26,10,10,3,2,20,24,44,42,70,57,88,64,90,57,74,42,50,24,26,10,10,3,2,

monomials, respectively. It is clear that for odd dd, 𝒯(Hd){\mathcal{T}}(H_{d}) and HdH_{d} have the equal number of monomials, and for even dd, the number of monomials in 𝒯(Hd){\mathcal{T}}(H_{d}) might have less than that in HdH_{d}.

Now variables (s,t,u,v)(s^{\prime},t^{\prime},u^{\prime},v^{\prime}) and coefficients of polynomials 𝒯(Hd){\mathcal{T}}(H_{d}) for (d=5,6,,23)(d=5,6,\cdots,23) are all positive. We use the following transformation to map them to quadratic polynomials. For each dd, we define a transformation over homogeneous polynomials of degree dd to a quadratic polynomial of s,t,u,vs,t,u,v as follows:

𝒮d(d1+d2+d3+d4=dbd1,d2,d3,d4sd1td2ud3vd4){\mathcal{S}}_{d}\left(\sum_{d_{1}+d_{2}+d_{3}+d_{4}=d}b_{d_{1},d_{2},d_{3},d_{4}}{s^{\prime}}^{d_{1}}{t^{\prime}}^{d_{2}}{u^{\prime}}^{d_{3}}{v^{\prime}}^{d_{4}}\right)
=bd1,d2,d3,d4r0d212((sd1)2+(td2)2+(ud3)2+(vd4)2).=\sum b_{d_{1},d_{2},d_{3},d_{4}}\frac{r_{0}^{d-2}}{12}\left((s\cdot{d^{\prime}_{1}})^{2}+(t\cdot{d^{\prime}_{2}})^{2}+(u\cdot{d^{\prime}_{3}})^{2}+(v\cdot{d^{\prime}_{4}})^{2}\right).

Here, we take r0=1/7r_{0}=1/7, and

d1=4d12d1,d2=4d22d2,d3=4d32d3,d4=4d42d4,d^{\prime}_{1}=4d_{1}^{2}-d_{1},\;d^{\prime}_{2}=4d_{2}^{2}-d_{2},\;d^{\prime}_{3}=4d_{3}^{2}-d_{3},\;d^{\prime}_{4}=4d_{4}^{2}-d_{4},

Since we assumed that 1s,t,u,vr0=1/7-1\leq s,t,u,v\leq r_{0}=1/7, so s,t,u,v[0,1/7]s^{\prime},t^{\prime},u^{\prime},v^{\prime}\in[0,1/7], and the inequality

sd1td2ud3vd4\displaystyle{s^{\prime}}^{d_{1}}{t^{\prime}}^{d_{2}}{u^{\prime}}^{d_{3}}{v^{\prime}}^{d_{4}} r0d24×3((d1s)2+(d2t)2+(d3u)2+(d4v)2)\displaystyle\leq\frac{r_{0}^{d-2}}{4\times 3}\cdot\left({({d^{\prime}_{1}}s^{\prime})^{2}+({d^{\prime}_{2}}t^{\prime})^{2}+({d^{\prime}_{3}}u^{\prime})^{2}+({d^{\prime}_{4}}v^{\prime})^{2}}\right)
r0d212((sd1)2+(td2)2+(ud3)2+(vd4)2)\displaystyle\leq\frac{r_{0}^{d-2}}{12}\cdot\left({(s\cdot{d^{\prime}_{1}})^{2}+(t\cdot{d^{\prime}_{2}})^{2}+(u\cdot{d^{\prime}_{3}})^{2}+(v\cdot{d^{\prime}_{4}})^{2}}\right)

is valid for all d2d\geq 2, according to Lemma 3. Therefore, we have following inequalities:

𝒯(Hd)(s,t,u,v)𝒮d(𝒯(Hd)),d=5,,23,{\mathcal{T}}(H_{d})(s^{\prime},t^{\prime},u^{\prime},v^{\prime})\leq{\mathcal{S}_{d}}({\mathcal{T}}(H_{d})),\;d=5,\cdots,23,

and

𝒯(H)(s,t,u,v)d=5,,23𝒮d(𝒯(Hd)):=𝚛𝚎𝚜𝟻.{\mathcal{T}}(H)(s^{\prime},t^{\prime},u^{\prime},v^{\prime})\leq\sum_{d=5,\cdots,23}{\mathcal{S}_{d}}({\mathcal{T}}(H_{d})):={\tt res5}.

The computation of 𝚛𝚎𝚜𝟻{\tt res5} is as follows:

𝚛𝚎𝚜𝟻\displaystyle{\tt res5} =2223743956730603493021422s22198957644322995555530531+351460055057882361271126u2377598787408999236808273\displaystyle={\frac{2223743956730603493021422\,{s}^{2}}{2198957644322995555530531}}+{\frac{351460055057882361271126\,{u}^{2}}{377598787408999236808273}}
+39371575001649787465938178v237382279953490924444019027+2223743956730603493021422t22198957644322995555530531\displaystyle+{\frac{39371575001649787465938178\,{v}^{2}}{37382279953490924444019027}}+{\frac{2223743956730603493021422\,{t}^{2}}{2198957644322995555530531}}
=1.01127s2+0.93077u2+1.05321v2+1.01127t2.\displaystyle=1.01127\ldots{s}^{2}+0.93077\ldots{u}^{2}+{1.05321\ldots}{v}^{2}+1.01127\ldots{t}^{2}.
109s2+109t2+u2+109v2.\displaystyle\leq\frac{10}{9}s^{2}+\frac{10}{9}t^{2}+u^{2}+\frac{10}{9}v^{2}.

Here the equality holds if and only if s=t=u=v=0s=t=u=v=0. Thus, the inequality (18) implies that

J(s,t,u,v)H2+H3+H4+(54s2+54t2+u2+54v2).J(s,t,u,v)\leq H_{2}+H_{3}+H_{4}+\left(\frac{5}{4}s^{2}+\frac{5}{4}t^{2}+u^{2}+\frac{5}{4}v^{2}\right). (19)

Notice that from (15), (16) and (17), we have

H2=\displaystyle H_{2}= 8v2+k20(s,t,u),\displaystyle-8\,v^{2}+k_{20}(s,t,u),
H3=\displaystyle H_{3}= 162(s+t)v2+k30(s,t,u),\displaystyle 16\sqrt{2}(s+t)\,v^{2}+k_{30}(s,t,u),
H4=\displaystyle H_{4}= 18v4+k42(s,t,u)v2+k40(s,t,u),\displaystyle-18\,v^{4}+k_{42}(s,t,u)\,v^{2}+k_{40}(s,t,u),

where k20,k30,k42,k40k_{20},k_{30},k_{42},k_{40} are polynimials of s,t,us,t,u, and

k42=82s2+82su82t282tu242u248s248st48t224u2.k_{42}=-8\,\sqrt{2}{s}^{2}+8\,\sqrt{2}su-8\,\sqrt{2}{t}^{2}-8\,\sqrt{2}tu-24\,\sqrt{2}{u}^{2}-48\,{s}^{2}-48\,st-48\,{t}^{2}-24\,{u}^{2}.

Let k22=8,k32=162s+tk_{22}=-8,k_{32}=16\sqrt{2}{s+t} and

K2(s,t,u):=k22+k32+k42+54.K_{2}(s,t,u):=k_{22}+k_{32}+k_{42}+\frac{5}{4}.

Then K2K_{2} is a polynomial of s,t,us,t,u of degree 22, and

K2s\displaystyle\frac{\partial K_{2}}{\partial s} =162s96s48t+82u+162,\displaystyle=-16\,\sqrt{2}s-96\,s-48\,t+8\,\sqrt{2}u+16\,\sqrt{2},
K2t\displaystyle\frac{\partial K_{2}}{\partial t} =96t48s82u162t+162,\displaystyle=-96\,t-48\,s-8\,\sqrt{2}u-16\,\sqrt{2}t+16\,\sqrt{2},
K2u\displaystyle\frac{\partial K_{2}}{\partial u} =48u+82s82t482u.\displaystyle=-48\,u+8\,\sqrt{2}s-8\,\sqrt{2}t-48\,\sqrt{2}u.

so its critical point is

(279+9279,279+9279,0),\left(-{\frac{2}{79}}+{\frac{9\,\sqrt{2}}{79}},-{\frac{2}{79}}+{\frac{9\,\sqrt{2}}{79}},0\right),

which is outside cube [1/7,1/7]×[1/7,1/7]×[1/7,1/7][-1/7,1/7]\times[-1/7,1/7]\times[-1/7,1/7], which means that K2(s,t,u)K_{2}(s,t,u) has no local maximal or minimal point inside the cube. It is also verified that K(0,0,0)=62/9K(0,0,0)=-62/9, and on each face of this cube, K(s,t,u)K(s,t,u) is also negative, therefore, we have

K2(s,t,u)<0,K_{2}(s,t,u)<0,

for all s,t,u[1/7,1/7]s,t,u\in[-1/7,1/7]. Therefore, we have the following inequality.

J(s,t,u,v)\displaystyle J(s,t,u,v) 18v4+K2(s,t,u)v2+k20+k30+k40+(54s2+54t2+u2)\displaystyle\leq-18v^{4}+K_{2}(s,t,u)v^{2}+k_{20}+k_{30}+k_{40}+\left(\frac{5}{4}s^{2}+\frac{5}{4}t^{2}+u^{2}\right)
k20+k30+k40+(54s2+54t2+u2),\displaystyle\leq k_{20}+k_{30}+k_{40}+\left(\frac{5}{4}s^{2}+\frac{5}{4}t^{2}+u^{2}\right), (20)

here

k20=\displaystyle k_{20}= 82s282t282u2+82su82tu16st8t28s2,\displaystyle-8\,\sqrt{2}{s}^{2}-8\,\sqrt{2}{t}^{2}-8\,\sqrt{2}{u}^{2}+8\,\sqrt{2}su-8\,\sqrt{2}tu-16\,st-8\,{t}^{2}-8\,{s}^{2},
k30=\displaystyle k_{30}= 122(s+t)u2+42(s2+t2)u,\displaystyle-12\,\sqrt{2}\left(s+t\right){u}^{2}+4\,\sqrt{2}\left(-{s}^{2}+{t}^{2}\right)u,
k40=\displaystyle k_{40}= 82s482t482u4482s2t2322s2u2322t2u2\displaystyle-8\,\sqrt{2}{s}^{4}-8\,\sqrt{2}{t}^{4}-8\,\sqrt{2}{u}^{4}-48\,\sqrt{2}{s}^{2}{t}^{2}-32\,\sqrt{2}{s}^{2}{u}^{2}-32\,\sqrt{2}{t}^{2}{u}^{2}
24s2u224t2u244s2t218s418t4\displaystyle-24\,{s}^{2}{u}^{2}-24\,{t}^{2}{u}^{2}-44\,{s}^{2}{t}^{2}-18\,{s}^{4}-18\,{t}^{4}
+162su3162tu340s3t40st3\displaystyle+16\,\sqrt{2}s{u}^{3}-16\,\sqrt{2}t{u}^{3}-40\,{s}^{3}t-40\,s{t}^{3}
48stu2242s2tu+242st2u.\displaystyle-48\,st{u}^{2}-24\,\sqrt{2}{s}^{2}tu+24\,\sqrt{2}s{t}^{2}u.

Applying Lemma 3 we can get the following inequality for k30k_{30}.

k30\displaystyle k_{30} 42(s2+t2)u42s2u+42t2u\displaystyle\leq 4\,\sqrt{2}\left(-{s}^{2}+{t}^{2}\right)u\leq 4\,\sqrt{2}{s^{\prime}}^{2}u^{\prime}+4\,\sqrt{2}{t^{\prime}}^{2}u^{\prime}
432(ssu+ssu+uss)+432(ttu+ttu+utt)\displaystyle\leq\frac{4}{3}\,\sqrt{2}(s^{\prime}\cdot s^{\prime}u^{\prime}+s^{\prime}\cdot s^{\prime}u^{\prime}+u^{\prime}\cdot s^{\prime}s^{\prime})+\frac{4}{3}\,\sqrt{2}(t^{\prime}\cdot t^{\prime}u^{\prime}+t^{\prime}\cdot t^{\prime}u^{\prime}+u^{\prime}\cdot t^{\prime}t^{\prime})
4212(su+su+ss)+4212(tu+tu+tt)\displaystyle\leq\frac{4}{21}\,\sqrt{2}(s^{\prime}u^{\prime}+s^{\prime}u^{\prime}+s^{\prime}s^{\prime})+\frac{4}{21}\,\sqrt{2}(t^{\prime}u^{\prime}+t^{\prime}u^{\prime}+t^{\prime}t^{\prime})
2212(4s2+2u2)+2212(4t2+2u2)\displaystyle\leq\frac{2}{21}\,\sqrt{2}\left(4\,{s}^{2}+2\,{u}^{2}\right)+\frac{2}{21}\,\sqrt{2}\left(4\,{t}^{2}+2\,{u}^{2}\right)
=82s221+82u221+82t221.\displaystyle={\frac{8\,\sqrt{2}{s}^{2}}{21}}+{\frac{8\,\sqrt{2}{u}^{2}}{21}}+{\frac{8\,\sqrt{2}{t}^{2}}{21}}. (21)

For k40k_{40}, applying Lemma 3 we get:

k40\displaystyle k_{40} 162su3+162tu3+40s3t+40st3+48stu2+242s2tu+242st2u\displaystyle\leq 16\,\sqrt{2}s{u}^{3}+16\,\sqrt{2}t{u}^{3}+40\,{s}^{3}t+40\,s{t}^{3}+48\,st{u}^{2}+24\,\sqrt{2}{s}^{2}tu+24\,\sqrt{2}s{t}^{2}u
(22249+5249)s2+(22249+5249)t2+(36249+2449)u2.\displaystyle\leq\left({\frac{22\,\sqrt{2}}{49}}+{\frac{52}{49}}\right){s}^{2}+\left({\frac{22\,\sqrt{2}}{49}}+{\frac{52}{49}}\right){t}^{2}+\left({\frac{36\,\sqrt{2}}{49}}+{\frac{24}{49}}\right){u}^{2}. (22)

Combining (20), (21), (22), we proved that under the assumption 1/7<s,t,u<1/7-1/7<s,t,u<1/7 and s+t>0s+t>0,

J(s,t,u,v)q2(s,t,u):=k20(s,t,u)+(1222147+453196)s2\displaystyle J(s,t,u,v)\leq q_{2}(s,t,u):=k_{20}(s,t,u)+\left({\frac{122\,\sqrt{2}}{147}}+{\frac{453}{196}}\right){s}^{2}
+(1222147+453196)t2+(1642147+7349)u2\displaystyle\phantom{q_{2}(s,t,u):=k_{20}(s,t,u)+x}+\left({\frac{122\,\sqrt{2}}{147}}+{\frac{453}{196}}\right){t}^{2}+\left({\frac{164\,\sqrt{2}}{147}}+{\frac{73}{49}}\right){u}^{2}
=12(s,t,u)[210821471115981682162108214711159882828220242147+14649](stu).\displaystyle=\frac{1}{2}(s,\;t,\;u)\left[\begin{array}[]{ccc}-{\frac{2108\,\sqrt{2}}{147}}-{\frac{1115}{98}}&-16&8\,\sqrt{2}\\ \vskip 6.0pt plus 2.0pt minus 2.0pt\cr-16&-{\frac{2108\,\sqrt{2}}{147}}-{\frac{1115}{98}}&-8\,\sqrt{2}\\ \vskip 6.0pt plus 2.0pt minus 2.0pt\cr 8\,\sqrt{2}&-8\,\sqrt{2}&-{\frac{2024\,\sqrt{2}}{147}}+{\frac{146}{49}}\end{array}\right]\left(\begin{array}[]{c}s\\[5.0pt] t\\[5.0pt] u\end{array}\right). (29)

With computer algebra or hand computation, it is easy now to check that the matrix in (3) is a negative semidefinite. Therefore, the inequality

J(s,t,u,v)0,J(s,t,u,v)\leq 0,

is valid for all 1/7<s,t,u,v<1/7-1/7<s,t,u,v<1/7 under the condition s+t0s+t\geq 0. This completes the proof of Theorem 3. ∎

Remark 1.

The constant r0=1/7r_{0}=1/7 can be enlarged to 1/6.78450.14731/6.7845\approx 0.1473.

4 Sketch of the Global Numerical Search

In this section, we briefly describe the global numerical search process for proving Theorem 1. We need the following property of the optimal configuration.

Lemma 4.

Suppose that A,B,CS1A,B,C\in S^{1}, DS02D\in S^{2}_{\geq 0} and AB+BC+CA+DA+DB+DCAB+BC+CA+DA+DB+DC is maximal, and d1d2d6d_{1}\leq d_{2}\leq\cdots\leq d_{6} is a permutation of AB,BC,CA,DA,DB,DCAB,BC,CA,DA,DB,DC. Then

d10.99200,d21.21895,d34/3,d42,d51.53137,d61.60947.d_{1}\geq 0.99200,\;d_{2}\geq 1.21895,\;d_{3}\geq 4/3,\;d_{4}\geq\sqrt{2},\;d_{5}\geq 1.53137,\;d_{6}\geq 1.60947.

We will not show the proof of Lemma 4 here because of space limitation. The global numerical search for Theorem 1 is composed of three steps as follows.

Step 1. Dividing the unit square [1,1]×[1,1]2[-1,1]\times[-1,1]\subset{\mathbb{R}}^{2} into 256256 squares of edge 1/81/8, then we will see that 224224 of them have non-empty intersection with D2={(x,y)|x2+y21}D^{2}=\{(x,y)|x^{2}+y^{2}\leq 1\}, and 6060 of them have non-empty intersection with S1={(x,y)|x2+y2=1}S^{1}=\{(x,y)|x^{2}+y^{2}=1\}. From them, we build a set of N1=60×60×224=806,400N_{1}=60\times 60\times 224=806,400 cubes of edge 1/81/8 (called 18\frac{1}{8}-cubes) in 6{\mathbb{R}}^{6} to cover the feasible set (S1)2×D2(S^{1})^{2}\times D^{2} of Problem (2). Applying Lemma 4 to test the bounds of six distances (called the distance bound test) we can see that only 11×11×88=10,64811\times 11\times 88=10,648 are possible combinations to locate the optimal solution of Problem 2; applying the exact numerical computation to estimate the sum of the six distances (called the distance sum test) we see that among the 10,64810,648 18\frac{1}{8}-cubes there are only 4,300(=0.533%×N1)4,300(=0.533\%\times N_{1}) need to be divided and checked in the next round. The first round checking has used 15.92215.922 seconds on a notebook computer with Intel COREi7 8th Gen CPU.

Step 2. Partition each 18\frac{1}{8}-cube into 16×16×16=4,09616\times 16\times 16=4,096 equal cubes of edge 1/321/32 (called 132\frac{1}{32}-cubes), we get a set of 4,300×4,096=17,612,8004,300\times 4,096=17,612,800 cubes in 6{\mathbb{R}}^{6}, among them there are N2=1,105,782N_{2}=1,105,782 having non-empty intersection with (S1)2×S1×D2(S^{1})^{2}\times S^{1}\times D^{2}. Apply the distance bound test) we can verify that 844,917844,917 are possible to locate the optimal solution. From these suspect cubes, remove 2,0482,048 132\frac{1}{32}-cubes that are contained U×V×W1U\times V\times W_{1}, where U,V,WU,V,W are defined in Theorem 1 and W1W_{1} is the zz-projection defined in (5), and do the distance sum test so to remove another 823,663823,663 132\frac{1}{32}-cubes that are clearly non-optimal combination. Therefore, there are 844,9172,048823,663=19,206(=1.737%×N2)844,917-2,048-823,663=19,206(=1.737\%\times N_{2}) cubes of edge 1/321/32 to be ckecked further. Computation in this step has used 1,170.2661,170.266 seconds.

Step 3. In the first two steps we do breadth-first search (BFS), in this step we do deep-first search (DFS) on each 132\frac{1}{32}-cube using only distance sum test. Namely, we take one 132\frac{1}{32} and divide it to 4,0964,096 cubes of edge 1/1281/128 and estimate the sum of distance, if some of the 1128\frac{1}{128} have not passed the test, we take first of them and divide it into 4,0964,096 cubes of edge 1/5121/512, and so on, and return to parent level until all children-cubes passed the test. The computation has shown that among the 19,20619,206 132\frac{1}{32}-cubes, 19,10719,107 has passed the DFS checking on children-cubes of edge 1/1281/128, and the rest 199199 cubes passed on when the edge of children-cubes is 1/5121/512. The DFSDFS computation has been completed in 8,777.2508,777.250 seconds.

The exact numerical computation in this part and the symbolic computation in Section 3 are implemented with the computer algebra software Maple. We will publish the proofs of Lemma 4 and Theorem 1 in full in the Maple Conference 2021.

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