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  1. 2018.05.02 [optimization] Extreme Value Theorem

Extreme Value Theorem


If a function f(x) is continuous on a closed interval [a,b], 

then f(x) has both a maximum and a minimum on interval [a,b]. 


If f(x) has an extremum on an open interval (a,b), 

then the extremum occurs at a critical point. 


This theorem is sometimes also called the Weierstrass extreme value theorem.


Proofs

The standard proof of the first proceeds by noting that f is the continuous image of a  compact set on the interval [a,b], 

so it must itself be compact.

Since [a,b] is compact, it follows that the image f([a,b]) must also be compact.


compact set on the interval [a,b] : finite open cover로 covering되는 set on the interval [a,b]

f는 continuous image이기 때문에 f 또한 compact 해야한다.

f 가 compact 하기 때문에, finite open cover가 존재 한다. 즉, extreme 값이 해당 domain에 대한 image set에서 존재한다.





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