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.