<s>[INST] Knowing that for any set of real numbers $x,y,z$, such that $x+y+z = 1$ the inequality $x^2+y^2+z^2 \ge \frac{1}{3}$ holds. 
Knowing that for any set of real numbers $x,y,z$, such that $x+y+z = 1$ the inequality $x^2+y^2+z^2 \ge \frac{1}{3}$ holds.

I spent a lot of time trying to solve this and, having consulted some books, I came to this: 
$$2x^2+2y^2+2z^2 \ge 2xy + 2xz + 2yz$$ $$2xy+2yz+2xz = 1-(x^2+y^2+z^2) $$ $$2x^2+2y^2+2z^2 \ge 1 - x^2 -y^2 - z^2 $$ $$x^2+y^2+z^2 \ge \frac{1}{3}$$
But this method is very unintuitive to me and I don't think this is the best way to solve this. Any remarks and hints will be most appreciated.
 [/INST] If you rewrite your proof as:

$3 ( x^2+y^2+z^2 ) \ge ( x^2+y^2+z^2 ) + ( 2xy+2yz+2zx ) = (x+y+z)^2 = 1$.

You would find that it is not so unintuitive after all.
Since you know that $x+y+z = 1$, a natural thing to do to the original equation is to homogenize it; namely make all terms have the same degree. This gives us "$3 ( x^2+y^2+z^2 ) \ge (x+y+z)^2$, and expanding out immediately tells us the solution.
In general, a technique that works for many cyclic polynomial inequalities is to try to 'smooth' the terms out. Terms that are just a power of one variable are the 'biggest', and using inequalities like "$x^2+y^2 \ge 2xy$" will 'mix' powers and thereby 'reduce' them.
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