Hilbert projection theorem

For every nonempty closed convex set $C$ in a Hilbert space and every $x$ in that space, there is a unique $p\in C$ satisfyingClosedness and completeness let a limiting approximation attain the infimum; convexity prevents two different minimizers. The proof idea is to choose a sequence approaching the infimum. The parallelogram identity and the admissible midpoint make it a Cauchy sequence; applying the same identity to two putative minimizers proves uniqueness.

For a closed subspace of a Hilbert space, this nearest-point map is an orthogonal projection and is linear. For a general closed convex set it need not be linear: projecting the real line onto $[0,1]$ clips values below zero to zero and values above one to one. The theorem is therefore useful for both linear approximation and constrained nearest-point problems.^[ref]

Closedness is essential even in familiar examples. For the open interval $(0,1)\subseteq \mathbb{R}$ and $x=0$, the distance infimum is zero but no nearest point exists. The same obstruction appears when approximating $(1/k{)}_{k\ge 1}$ by finitely supported sequences: the infimum is zero, but the limit lies outside that subspace until we take its Hilbert space completion.