The problem
Let $z_1,z_2,\dots,z_n$ be complex numbers. Show that there exists $J\subseteq\{1,2,\dots,n\}$ such that $$\left|\sum_{j\in J} z_j\right|\ge \frac{1}{4\sqrt 2} \sum_{j=1}^n |z_j|.$$
My steps:
I have been trying to solve this problem, my first idea is to do it by induction, which by assuming n = 1 is true, and by taking n+1, playing with the products and analyzing cases, I can get that it is true in some cases, in others I am not sure how to justify it, but my question is if there is another way to solve this problem?