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Extreme value theorem

Statement

If f:[a,b]→Rf:[a,b]\to\mathbb{R} is continuous on a closed bounded interval, then ff attains a maximum value and a minimum value on [a,b][a,b]: there exist x1,x2∈[a,b]x_1,x_2\in[a,b] with f(x1)≤f(x)≤f(x2)f(x_1)\le f(x)\le f(x_2) for all x∈[a,b]x\in[a,b].

Why is it true?

A continuous graph drawn without lifting the pen, over a finite closed interval, must reach an actual highest point and an actual lowest point — it cannot merely approach a height without ever getting there, the way f(x)=1/xf(x)=1/x approaches (but never reaches) a bound as xx nears an open endpoint.

Proof sketch

By the Bolzano–Weierstrass theorem and continuity, f([a,b])f([a,b]) is bounded: otherwise a sequence xnx_n with ∣f(xn)∣→∞|f(x_n)|\to\infty would have a convergent subsequence xnk→x∗∈[a,b]x_{n_k}\to x^*\in[a,b], and continuity would force f(xnk)→f(x∗)f(x_{n_k})\to f(x^*), a finite number, contradicting ∣f(xn)∣→∞|f(x_n)|\to\infty. Let M=sup⁡f([a,b])M=\sup f([a,b]) (finite by boundedness); choosing xnx_n with f(xn)→Mf(x_n)\to M, a convergent subsequence xnk→x2x_{n_k}\to x_2 gives f(x2)=Mf(x_2)=M by continuity, so the supremum is attained. The minimum follows by applying the same argument to −f-f.

Topics that use this theorem

Related theorems

Step-by-step proofs

No step-by-step proof yet for this theorem.

References

  1. Walter Rudin (1976). Principles of Mathematical Analysis
  2. David M. Bressoud (2007). A Radical Approach to Real Analysis