Minimum of a coercive convex functional on a Hilbert space

ID: minimum-of-a-coercive-convex-functional-on-a-hilbert-space

Let be a nonempty norm-closed convex set in a real Hilbert space, and let be continuous and a convex function. If is bounded, or as tends to infinity in norm, then attains its infimum. Every sublevel set is bounded, norm-closed, and convex, hence contains the weak limits of its sequences by norm-closed convex set is weakly closed. A minimizing sequence in one fixed sublevel set has a weakly convergent subsequence by weak sequential compactness in a Hilbert space. Its limit lies in every sublevel set above the infimum. Since is real-valued, this also rules out infimum and proves attainment. This is an instance of the direct method in the calculus of variations.

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