Extreme Value Theorem

A continuous real-valued function on a compact set attains its maximum and minimum
Extreme Value Theorem

Extreme Value Theorem: Let (X,d)(X,d) be a and let f:XRf:X\to\mathbb{R} be . Then there exist xmin,xmaxXx_{\min},x_{\max}\in X such that f(xmin)=minxXf(x),f(xmax)=maxxXf(x).f(x_{\min})=\min_{x\in X} f(x), \qquad f(x_{\max})=\max_{x\in X} f(x).

This theorem is a cornerstone of analysis and optimization: compactness is exactly the hypothesis ensuring that / are achieved.

Proof sketch (optional): The f(X)f(X) is R\mathbb{R} because ff is continuous and XX is compact. Compact subsets of R\mathbb{R} are and , so f(X)f(X) has a maximum and minimum; pull back the points in XX realizing those values.