Extreme value theorem

A real-valued function that is continuous on a nonempty compact space attains both a global minimum and a global maximum. In particular, for a continuous function $f:[a,b]\to \mathbb{R}$ on a nonempty closed interval, there are points $x_{\min },x_{\max }\in [a,b]$ such thatThe important word is “attains”: the best values occur at actual allowed inputs, rather than merely being approached. The interval version is ^[ref].

For a worked example, take $f(x)=(x-1{)}^2$ on $[-1,2]$. Its global minimum is $f(1)=0$, and its global maximum is $f(-1)=4$. Nonnegativity gives the first answer; $|x-1|\le 2$ on the specified closed interval gives the second. The endpoint $x=-1$ is essential: looking only for a zero derivative would find the minimum and miss the maximum.

For comparison, the continuous function $g(x)=x$ on the open interval $(0,1)$ has infimum $0$ and supremum $1$, but neither is a value of $g$. Even a closed domain is insufficient without continuity: define $h(x)=x$ for $0\le x<1$, and $h(1)=0$. On $[0,1]$, its supremum is $1$, approached by $x_n=1-1/n$ for $n\ge 2$, but every function value is strictly less than $1$. This endpoint change makes $h$ discontinuous, preventing attainment. On the unbounded real line, the continuous function $x\mapsto x$ has neither a global minimum nor a global maximum. These examples show what can fail when a hypothesis is dropped; functions outside the hypotheses may still have extrema.

The extreme value theorem is an existence tool for optimization: first establish that a continuous objective function on a nonempty compact feasible set has a best value, then investigate where it occurs. It neither locates the optimizing point nor promises uniqueness or differentiability. For example, the absolute value function $|x|$ on $[-1,2]$ has its global minimum at zero although no derivative exists there; a constant function has every input as a minimizer. This role in optimization is explained in University of Toronto MAT237 notes, section 1.4: compactness and the extreme value theorem.

A short proof outline identifies the mechanism. The continuous image of a compact space is compact; a nonempty compact subset of the real line contains its infimum and supremum. For a closed interval, one can instead choose inputs whose outputs approach the supremum, extract a convergent subsequence by the Bolzano-Weierstrass theorem, and use continuity to make its limiting output equal that supremum. The closed interval retains the limiting input. Repeating the argument for the infimum supplies the minimum.

Suppose a topological space admits an unbounded continuous function $f$ to $\mathbb{R}$. Set $u=|f|$ and choose $x_n$ so that $t_n=u(x_n)$ increases to infinity. There is a continuous function $h:[0,\infty )\to \mathbb{R}$ with $h(t_n)=(-1{)}^{n}n$: interpolate linearly between successive prescribed values and extend constantly below $t_1$. Thenis continuous and takes values strictly between $-1$ and $1$, while its values on the even and odd chosen sequences tend to $1$ and $-1$. Thus neither bound is attained. In particular, unbounded continuous witnesses to noncompactness of a real subspace give this stronger failure of the extreme value theorem for every noncompact real subspace.

Let $f$ be continuous on $(a,b]$, bounded above, and suppose its limit superior at $a$ from the right is at most $L$. If some $c\in (a,b]$ has $f(c)>\max \{L,f(a)\}$, then $f$ attains its maximum on $[a,b]$. A sufficiently short initial interval has all values below $f(c)$. On the remaining closed interval, the extreme value theorem supplies a maximum, which is consequently global. This can prove attainment despite an oscillatory discontinuity at one endpoint.

The extreme value theorem requires continuity on the entire closed interval. A bounded function can have values tending to an endpoint envelope without ever reaching that envelope, while its defined endpoint value is smaller. To prove nonattainment, establish a strict pointwise upper bound and construct a sequence approaching that bound. An oscillatory factor can supply the approaching sequence by selecting phases where it equals $1$.