Because both sides are $\geq 0$, we square them, and we get $$ \sum\limits^n_{k=1}(x_k-y_k)^2 \leq \sum\limits^n_{k=1}x_k^2 + \sum\limits^n_{k=1}y_k^2+2\sqrt{\sum\limits^n_{k=1}x_k^2\sum\limits^n_{k=1}y_k^2} $$ $$ \sum\limits^n_{k=1}x_k^2+\sum\limits^n_{k=1}y_k^2-2\sum\limits^n_{k=1}x_ky_k\leq \sum\limits^n_{k=1}x_k^2 + \sum\limits^n_{k=1}y_k^2+2\sqrt{\sum\limits^n_{k=1}x_k^2\sum\limits^n_{k=1}y_k^2} $$ $$ -2\sum\limits^n_{k=1}x_ky_k\leq 2\sqrt{\sum\limits^n_{k=1}x_k^2\sum\limits^n_{k=1}y_k^2}$$ I'm not sure how to prove this.
2 Answers
If we think geometrically, we are given $x,y\in\mathbb{R}^n$, and we want to show that $$\|x-y\|\leq \|x\| + \|y\|$$ which follows readily from the triangle inequality: we have $$ \|x\| + \|y\| = \|x\| + \|-y\| \geq \|x-y\|$$
Edit: as one of the comments quite rightly pointed out, it should have been obvious to me from the beginning you were asking about a proof of the triangle inequality, so sorry about that. In the above notation, you've reduced the question to proving that $-\langle x, y\rangle \leq \|x\|\|y\|$, equivalent to $\langle x,y\rangle \leq \|x\|\|y\|$ after say multiplying $x$ by $-1$. This is precisely the content of the Cauchy-Schwarz inequality, which has been discussed on this forum, in this question.
I'll give the answer in terms of the norm and you can work out how to transform it into whatever argument form you require. First note that $$\|u-v\|^2=(u-v)\cdot (u-v)=u\cdot u-2u\cdot v -v\cdot v=\|u\|^2-2u\cdot v+\|v\|^2$$ Then note that $$(\|u\|+\|v\|)^2=\|u\|^2+2\|u\|\|v\|+\|v\|^2$$ Finally it can be seen with the Cauchy Schwarz inequality (proof readily available with a quick Google search) that $$-2u\cdot v=2(-u)\cdot v\leq 2\|-u\|\|v\|=2\|u\|\|v\|$$ So in conclusion $$\|u-v\|^2\leq (\|u\|+\|v\|)^2$$ As $t^2$ is monotone increasing on the positive axis the proof follows.
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