TITLE: prove $\frac {ab}{a+b} \geq \sum ^n_{i=1} \frac{a_ib_i}{a_i+b_i}$
QUESTION [8 upvotes]: If $a_i$ and $b_i$ are positive, and $b= \sum ^n_{i=1} b_i$,$a= \sum ^n_{i=1} a_i$ prove 
  $$\frac {ab}{a+b} \geq \sum ^n_{i=1} \frac{a_ib_i}{a_i+b_i}$$
  Additional: we should just use Cauchy inequality. However , if it's not possible, solve it with anything you want.

Things I have done so far:
Writing in different form $\frac {(\sum ^n_{i=1} b_i)(\sum ^n_{i=1} a_i)}{(\sum ^n_{i=1} b_i)+(\sum ^n_{i=1} a_i)} \geq \sum ^n_{i=1} \frac{a_ib_i}{a_i+b_i}$
And maybe this could take me somewhere:
${(\sum ^n_{i=1} b_i)(\sum ^n_{i=1} a_i)} \geq (\sum ^n_{i=1} \frac{a_ib_i}{a_i+b_i})({(\sum ^n_{i=1} b_i)+(\sum ^n_{i=1} a_i)})$
And another thing which came to my mind:
${(\sum ^n_{i=1} b_i)(\sum ^n_{i=1} a_i)} \geq (\sum ^n_{i=1} \sqrt {a_ib_i})^2$
$(\sum ^n_{i=1} \frac{a_ib_i}{a_i+b_i})(\sum ^n_{i=1} a_i+b_i)\geq (\sum ^n_{i=1} \sqrt {a_ib_i})^2$
My main problem is find two parentheses to multiply them for writing Cauchy. I want some hint on this just to start working with inequality. 
Update
It seems like no one can come with answer using Cauchy and without induction and Harmonic , Geometric and ... means.so if no answer come till tomorrow,I will give up and accept Liu Gang answer.
And I would appreciate someone could explain why it can't be solved using Cauchy and without induction and Harmonic , Geometric and ... means.(asking this because possibility of putting bounty)
2nd-Update
we can use any mean inequalities.but for only two number like $x$ and $y$.not generalized form for $n$ numbers.

REPLY [3 votes]: This is really just a brute-force variation on the answer by Liu Gang. Consider the equivalent form
$$
\sum_{i,j}\frac{a_ib_i(a_j+b_j)}{a_i+b_i}\leq\sum_{i,j}a_ib_j.
$$
In these two sums, the diagonal terms with $i=j$ cancel, so we can equivalently show
$$
\sum_{i\neq j}\frac{a_ib_i(a_j+b_j)}{a_i+b_i}\leq\sum_{i\neq j}a_ib_j.
$$
In order to show this inequality, it is sufficient to show, for all $i\neq j$, that
$$
\frac{a_ib_i(a_j+b_j)}{a_i+b_i}+\frac{a_jb_j(a_i+b_i)}{a_j+b_j}\leq a_ib_j+a_jb_i.
$$
In other words, we have reduced to the case $n=2$. Let us, for notational convenience, put $i=1,j=2$. Here we could employ the rearrangement inequality to finish the argument. Let us instead multiply by $(a_1+b_1)(a_2+b_2)$ and cancel terms putting this inequality in the equivalent form
$$
a_1b_1a_2b_2+a_2b_2a_1b_1\leq a_1^2b_2^2+a_2^2b_1^2.
$$
Again, we could finish the argument by using the rearrangement inequality. Let us instead add $a_1^2b_1^2+a_2^2b_2^2$ to both sides, yeilding
$$
\sum_{i,j=1}^2 a_i b_i a_j b_j\leq \sum_{i,j=1}^2 a_i^2b_j^2.
$$
But this is the Cauchy-Schwarz inequality applied to the vectors $a=(a_1,a_2),b=(b_1,b_2)$ (which is, of course, a consequence of the rearrangement inequality).