<s>[INST] Prove that $a^2 - b^2 + c^2 - d^2 \ge (a - b + c - d)^2$ In thinking about a base case in this problem, I came up with the following question.
Given real numbers $a \ge b \ge c \ge d \ge 0$, prove that the following holds:
$a^2 - b^2 + c^2 - d^2 \ge (a - b + c - d)^2 \tag{A}$
My attempt:
After simplification, this reduces to proving the inequality:
$\underbrace{ab}_{(1)} + \underbrace{bc}_{(2)} + \underbrace{cd + da}_{(3)}  \ge  \underbrace{ac}_{(1)} + \underbrace{bd}_{(2)} + \underbrace{b^2 + d^2}_{(3)} \tag{B}$
I tried to attack pairs of terms individually. This gave pairs  $(1)$ and $(2)$ which satisfied the $\ge$ relation, since $ab \ge ac \implies b \ge c$ true and $bc \ge bd \implies c \ge d$ true.
But then I got stuck at proving pair $(3)$ also satisfied the $\ge$ relation. That is $cd + da \ge b^2 + d^2 \tag{C}$
It turned out that $(C)$ doesn't hold in general. For example $(a, b, c, d) = (5, 4, 3, 2)$ gives $3 \cdot 2 + 2 \cdot 5 \ge 4^2 + 2^2 \implies 16 \ge 20$ false.
So, my strategy was incorrect. I would appreciate if anyone could show me the right approach for proving either (A) or (B).
Update: See this for a generalization of this problem.
 [/INST] A standard trick for a problem like this is to make a variable substitution which simplifies the problem in some way; hopefully you hit on a substitution which makes the problem more amenable. One idea for such a substitution is to simplify the condition that $a\geq b\geq c\geq d\geq 0$, and we can do this by defining new variables representing the difference between consecutive original variables:
\begin{align}
x &= a - b \\
y &= b - c \\
z &= c - d.
\end{align}
Using the new variables, we find that the condition becomes $x,y,z,d\geq0$. Next, replace $a$, $b$, and $c$ in the inequality to be proved (we're working backwards here).
The lefthand side becomes
\begin{align}
a^2 - b^2 + c^2 - d^2 &=
(a-b)(a+b) + (c-d)(c+d) \\
&= x\cdot [(x+y+z+d) + (y+z+d)] + z\cdot [(z + d) + d] \\
&= x^2 + 2xy + 2xz + 2xd + z^2 + 2zd \\
&= (x^2 + 2xz + z^2) + 2xy + 2xd + 2zd.
\end{align}
The righthand side becomes
$$
(a-b + c-d)^2 = (x + z)^2 = x^2 + 2xz + z^2.
$$
With the new variables, your inequality is obvious! In particular, we see that equality holds if and only if $xy + xd + zd = 0$, that is, if and only if one of the following is true:


*

*$x=0$ and either $z=0$ or $d=0$

*$y=0$ and $d=0$.


In other words, these conditions say that


*

*$a=b$ and either $c=d$ or $d=0$

*$b=c$ and $d=0$.

</s>