Given that $a>b>1$, show that $a^{(b^a)}>b^{(a^b)}$.
I've proved that the case $b\geq e$ holds as follows:
$$\ln\ln a^{(b^a)}-\ln\ln b^{(a^b)}=a\ln b+\ln\ln a-b\ln a-\ln\ln b$$
Let $t=a-b>0$. Define function $$f(t)=(b+t)\ln b+\ln\ln (b+t)-b\ln(b+t)-\ln\ln b$$ By direct computation $$f'(t)=\frac{g(t)}{(b+t)\ln(b+t)}$$ where $g(t)=\ln b [(b+t)\ln(b+t)]-b\ln(b+t)+1$.
If $b\geq e$, then $g(t)\geq t\ln(b+t)+1>t+1>0$.
And it follows that $f(t)$ is increasing on $[0,\infty)$ and therefore $f(t)\geq f(0)=0$, for all $t>0$.
However, when $b$ is close to $1$, the function $f(t)$ may first increase, then decrease, and eventually increase. And it's hard to estimate the minimum. Having graphed it, I found that that there seemed to be no counterexample.
Is there any inequality or multivariate optimization techniques I can use here?
This is from an old thread of de.sci.mathematik I participates, see https://groups.google.com/forum/#!searchin/de.sci.mathematik/hoppe/de.sci.mathematik/Ciz3I81R1Rs/sRJZSiAt1T4J. It shows that for any two positive numbers $x$ and $y$ it follows that $$x<y\Rightarrow x^{y^x}<y^{x^y}.$$
It took nearly three weeks in those times to solve the problem. Here we go!
Let $D\subset\mathbb R^2$ and $f\colon D\to\mathbb R$ a real-valued function defined on $D$. Define $\colon D\to\mathbb R$ by $$h(x,y):=f\bigl(x,f(y,x)\bigr).$$ Then if $x<y$ it follows that $h(x,y)<h(y,x)$ if the following (nearly trivial) conditions hold:
(1) $f$ is strictly monotone in its first argument, that is, either $f(y,x)<f(x,y)$ or $f(y,x)>f(x,y)$.
(2) There is a real number $a$ such that $h(x,y)<a<h(y,x)$.
Now $f(x,y):=x^y$, defined for positive $x$ and $y$, satisfies (1) if $1<x<y$ and $y^x<x^y$ or $0<x<y<1$. The condition (2) is satisfied with $0<x<1<y$ choosing $a=1$.
Answer to the OP's question:
The remaining (non-trivial) case is $1<x<y$ and $y^x>x^y$. In that case there exists a real number $s>1$ with $y=x^s$. From $y^x>x^y$ we have $sx^{1-s}>1$.
Notice that $$ x^{y^x}<y^{x^y}\iff x^{sx}<sx^{x^s}. $$
Now let us invoke Bernoulli, recalling that $x>0$ and $s>1$: as $x^s=\bigl(1+(x-1)\bigr)^s>1+s(x-1)$ we conclude $$ \frac{sx^{x^s}}{x^{sx}} = sx^{x^s - sx} > sx^{1+s(x - 1) - sx}= sx^{1 - s} > 1. $$