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Given a segment and a value $c$ less than the segment length, let $A_1,\dots,A_n$ be finite unions of intervals on the segment. We choose a finite union of intervals $B$ with $|B|=c$ that maximizes $|B\cap A_1|\times\dots\times |B\cap A_n|$, where $|\cdot|$ denotes the length (i.e. Lebesgue measure). If there are many such $B$, we choose one arbitrarily.

Now, we shrink $A_1$ to $A_1'\subseteq A_1$, and choose $B'$ using the same procedure. Is it always true that $|B'\cap A_1'|\le |B\cap A_1|$?

If $A_1,\dots,A_n$ are disjoint finite unions, the answer is positive, as shown here.

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$\newcommand\om\omega\newcommand\Om\Omega\newcommand\de\delta$As in the linked answer, this problem on sets can be restated as the following problem on real numbers.

Let $\Om:=\{0,1\}^n$. For each $\om\in\Om$ and each $i\in[n]:=\{1,\dots,n\}$, let $\om_i$ denote the $i$th coordinate of the vector $\om$, so that $\om=(\om_1,\dots,\om_n)$.

For any $a=(a^\om)\in[0,\infty)^\Om$ and any $c\in[0,\sum_{\om\in\Om} a^\om]$, let $$B(a):=B_c(a):=\Big\{b=(b^\om)\in[0,\infty)^\Om\colon0\le b^\om\le a^\om\ \forall\om\in\Om,\sum_{\om\in\Om\setminus\{(0,\dots,0)\}}b^\om=c\Big\}.$$

Let $b(a)=b_c(a)$ be any maximizer of $$\pi(b):=\prod_{i=1}^n\sum_{\om\in\Om\colon\,\om_i=1}b^\om$$ over all $b\in B(a)$.

Take now any $u=(u^\om)\in[0,\infty)^\Om$ such that $u^\om\le a^\om$ for all $\om\in\Om$ with $\om_1=1$ and $u^\om=a^\om$ for all $\om\in\Om$ with $\om_1=0$. Let $b(u)=b_c(u)$ be any maximizer of $\pi(b)$ over all $b\in B(u)$. Does it then necessarily follow that $$\sum_{\om\in\Om\colon\,\om_i=1}b(u)^\om\le\sum_{\om\in\Om\colon\,\om_i=1}b(a)^\om?$$

In this restatement, for all $\om\in\Om$

  • $a^\om$ stands for $|A^\om|$, where $A^\om:=A^{\om_1}\cap\cdots\cap A^{\om_n}$ and, for $\de\in\{0,1\}$ and $A\subseteq J$, where $J$ is the segment in question, we let $A^\de:=A$ if $\de=1$ and $A^\de:=J\setminus A$ if $\de=0$;
  • $b^\om$ stands for $|B\cap A^\om|$.

We see that even the restated problem, in terms of real numbers, concerns maximizing the non-convex/non-concave function $\pi(\cdot)$ over a polytope of dimension $2^n-1$, defined by $2^{n+1}$ affine inequalities. Moreover, we need to compare solutions of two such problems. This seems hard! If someone can answer this question, it could be quite an instructive moment!

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