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Let $A\subseteq \mathbb{R}$ be nonempty and bounded below. A lower bound $\ell$ equals $\inf A$ exactly when every $\epsilon >0$ admits $a\in A$ with $\ell \le a<\ell +\epsilon$. Otherwise $\ell +\epsilon$ would be a larger lower bound. Taking tolerances $1/n$ gives a sequence of members converging to $\ell$. For a real-valued objective with finite infimum, this supplies a minimizing sequence without assuming that a global minimizer exists.

For $2\le p<\infty$, a nonempty closed convex set $K$ in an Lp space has exactly one nearest point to every $f$. A minimizing sequence $g_j$ is a Cauchy sequence: the Clarkson inequality bounds $\Vert g_j-g_k{\Vert }_p^p$ by $2^{p-1}(\Vert g_j-f{\Vert }_p^p+\Vert g_k-f{\Vert }_p^p)-2^p{d}^p$, where $d$ is the infimum of the distances. Completeness of Lp spaces and the closed set property give a limit in $K$. Applying the same inequality to two minimizers proves uniqueness. Nonemptiness is essential.

For a subset $A$ of a partially ordered set, its infimum is its greatest lower bound and its supremum is its least upper bound. An upper bound only has to lie above every member; the supremum is the smallest such bound. A lower bound lies below every member; the infimum is the largest such bound. These definitions identify the exact edges of a set even when neither edge belongs to it.

For example, $(0,1)$ and $[0,1]$ both have infimum zero and supremum one. Only $[0,1]$ has a minimum and a maximum: those must be actual members of the set. The set $C=\{1/n:n\in {\mathbb{N}}_{>0}\}$ has infimum zero without a minimum, but its supremum one is also its maximum. Such examples distinguish a bound from an attained extremal value. ^[ref].

For a nonempty subset of the real numbers, completeness of the real numbers guarantees a real supremum when it is bounded above, and a real infimum when it is bounded below. The bound and the ambient partially ordered set both matter: $\{q\in \mathbb{Q}:q\ge 0,q^2<2\}$ has supremum $\sqrt{2}$ in the real numbers, but no supremum in the rational numbers. The detailed explanation belongs to completeness of the real numbers.

Why are unattained bounds useful? They specify a precise limiting target. In mathematical optimization, $f(x)=x$ on $(0,1)$ has infimum zero but no global minimizer. The inputs $x_n=1/n$ for $n\ge 2$ give a minimizing sequence: their objective values approach zero without ever reaching it. Bounds therefore describe what approximation can achieve even when no feasible input is best. The approximation property of an infimum and approximation property of a supremum express this idea quantitatively.

A minimizing sequence satisfies $E(u_n)\to \inf E$. Coercivity bounds an appropriate sublevel set, Compactness supplies a convergent subsequence, and sequential lower semicontinuity turns its limit into a global minimizer.

Let $K$ be a nonempty norm-closed convex set in a real Hilbert space, and let $F:K\to \mathbb{R}$ be continuous and a convex function. If $K$ is bounded, or $F(x)\to \infty$ as $x\in K$ tends to infinity in norm, then $F$ 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 $F$ is real-valued, this also rules out infimum $-\infty$ and proves attainment. This is an instance of the direct method in the calculus of variations.

We prove existence by the direct method in the calculus of variations, making the step with weakly compact sets explicit. For $X=W_0^{1,4}(\Omega )$ and $f\in L^{8/7}(\Omega )$, introduce the functionalIt is finite by part (b)(i). Hölder's inequality and the Sobolev embedding theorem giveThus $E$ is a coercive function, bounded below, and every minimizing sequence is bounded in $X$.

The space $X$ is a reflexive Banach space: it is isomorphic to a closed linear subspace of the finite product of the reflexive spaces $L^4(\Omega )$ recording the function and its weak derivatives. A bounded sequence in a reflexive Banach space has a weakly convergent subsequence. Hence, after passing to a subsequence, a minimizing sequence satisfies $u_j\rightharpoonup u_{\ast }$ in $X$. The continuous linear maps $u\mapsto \nabla u$ into $L^4$ and $u\mapsto u$ into $L^8$ preserve weak convergence, soThe norm in any Banach space has weak lower semicontinuity, since it is the supremum of absolute values of bounded linear functionals of dual norm at most one, by the Hahn-Banach theorem. Therefore the two nonnegative norm powers in $E$ have weak lower semicontinuity. Also $u\mapsto {\int }_{\Omega }fudx$ belongs to $X^{\ast }$ and is continuous for weak convergence. It follows thatFor any $v\in X$, the real function $t\mapsto E(u_{\ast }+tv)$ has a minimum at $t=0$. Its derivative there isThis differentiation is justified directly by finite polynomial expansions: the fourth power of the Euclidean norm of $\nabla u_{\ast }+t\nabla v$ and the eighth power of $u_{\ast }+tv$ have integrable coefficients by Hölder's inequality. Thus $A(u_{\ast })=0$, giving existence of a weak solution.

If $u,w$ are two weak solutions, testing the difference by $u-w$ and using part (b)(iii) givesHenceNo sign assumption on $f$ or on the weak solution is required.

For each real $a$, define the sublevel set $K_a=\{u\in K:F(u)\le a\}$. Continuity of $F$ and closure of $K$ make $K_a$ a closed set in $X$; the convex function inequality makes it a convex set. The preceding result therefore makes every $K_a$ a sequentially weakly closed set. Equivalently, $F$ has weak lower semicontinuity along sequences in $K$.

Every $K_a$ is bounded. This is immediate if $K$ is bounded. Otherwise, an unbounded $K_a$ would contain $u_n$ with $\Vert u_n\Vert \ge n$, contradicting the assumed coercive function condition $F(u_n)\to \infty$.

Choose $z\in K$ and put $\ell ={\inf }_{K}F\in [-\infty ,F(z)]$. Choose a minimizing sequence $(u_n)$ entirely in $K_{F(z)}$, with $F(u_n)\to \ell$; when $\ell =-\infty$, require $F(u_n)\le -n$ for sufficiently large $n$. It is bounded by the previous paragraph.

The weak subsequence of a bounded Hilbert-space sequence theorem gives $u_{n_j}\rightharpoonup u_0$. This applies even if $X$ is not separable: the closed linear span of the sequence is a separable Hilbert space; successive extraction makes every coefficient in a countable Hilbertian basis converge, the common norm bound gives square-summable limiting coefficients by the Bessel inequality, and approximation by finite linear combinations proves weak convergence. Orthogonal decomposition extends that conclusion to all test vectors in $X$. Since $K$ is a sequentially weakly closed set, $u_0\in K$.

For any real $a>\ell$, a tail of $(u_{n_j})$ lies in $K_a$, so $u_0\in K_a$. If $\ell =-\infty$, this would give $F(u_0)\le a$ for every real $a$, impossible because $F$ is real-valued. Thus $\ell$ is finite; letting $a\downarrow \ell$ gives $F(u_0)\le \ell$, while the definition of infimum gives the reverse inequality. ThereforeThis proves minimum of a coercive convex functional on a Hilbert space by the direct method in the calculus of variations, with bounded sublevel sets supplying the required weak sequential compactness in a Hilbert space.

For independent observations in a natural exponential family, the log likelihood isIn a minimal exponential family the observed Fisher information matrix is positive definite, so the log likelihood is strictly concave. Any finite solution of the likelihood equation $\nabla \kappa (\hat{\theta })=\bar{Y}$ is therefore the unique global maximum likelihood estimator. Existence is a separate issue: the observed sufficient-statistic mean must belong to the image of the mean parameter map $\nabla \kappa$.

For a full regular minimal natural exponential family this image is the interior of the convex support of an exponential family, $C=\overline{\mathrm{conv}(\mathrm{supp}(h\nu ))}$. The necessity follows from a supporting hyperplane argument. If a finite parameter had its mean on a boundary face, some nonzero $v$ would satisfy $v^{T}Y\le b$ almost surely and $\mathbb{E}(v^{T}Y)=b$. Equality of the expectation forces $v^{T}Y=b$ almost surely. Exponential tilting preserves the base-measure null sets, so this contradicts minimality.

For sufficiency, let $\bar{Y}$ be an interior point of $C$. Choose finitely many points $y_1,\dots ,y_m$ of the support whose convex hull contains a ball about $\bar{Y}$, say of radius $2\epsilon$. Such points exist because $\bar{Y}$ is interior to the closed convex hull; one may approximate the vertices of a small simplex surrounding it by finite convex combinations of support points. Take support neighbourhoods of radius at most $\epsilon$ with positive finite base-measure masses $a_j$. These masses can be taken finite by restricting to bounded neighbourhoods and using finiteness of the normalizing integral at any fixed interior parameter. For every vector $\theta$, at least one $j$ has ${\theta }^T(y_j-\bar{Y})\ge 2\epsilon \Vert \theta \Vert$. Integrating over that neighbourhood yieldsThus the negative log likelihood grows to infinity as $\Vert \theta \Vert \to \infty$. At a finite boundary point of the full open natural parameter space, the normalizing integral is infinite, since otherwise that point would itself belong to the full domain. Fatou's lemma makes $\kappa (\theta )$ diverge on approach to such a boundary. A minimizing sequence for $\kappa (\theta )-{\theta }^T\bar{Y}$ therefore stays in a bounded subset away from the boundary; it has an interior limit where the minimum is attained. Its gradient vanishes, giving the required likelihood equation. Strict convexity gives uniqueness.

Hence, under these full, regular and minimal conventions,This is maximum likelihood existence in a full regular natural exponential family. Regularity alone does not make every sample admissible: in a Bernoulli distribution an all-zero or all-one sample has its sample mean on the boundary of $C=[0,1]$, and the canonical maximum is approached only as $\theta \to -\infty$ or $+\infty$. The usual probability parameter then has a boundary maximum in an enlarged model, but no finite canonical maximizer. A regular restriction of the natural parameter space requires membership in its actual mean-map image, rather than merely in $\mathrm{int}C$. Without minimality, affine redundancies may prevent uniqueness of the canonical parameter even when the fitted probability distribution is unique.

The required functional, with the sign appropriate to a positive divergence operator, isIt is differentiable on $W_0^{1,2}$, with $D\mathcal{F}(u)[v]=Q(u,v)+\int fv$. A critical point consequently satisfies the weak equation. We now prove existence by the direct method in the calculus of variations, rather than invoke the representation theorem again.

The ellipticity and Poincare estimates implyThus the infimum is finite and any minimizing sequence is bounded in the Sobolev norm. A bounded sequence in a Hilbert space has a weakly convergent subsequence; write $u_j\rightharpoonup u$ in $W_0^{1,2}$. The equivalent $Q$ norm has the same continuous linear functionals and hence the same weak convergence. A Hilbert norm is Weak lower semicontinuity, giving $Q(u,u)\le {\mathrm{liminf}}_{j}Q(u_j,u_j)$. The term $\int f{u}_j$ converges to $\int fu$ because it is a bounded linear functional. ThereforeThe limit attains the infimum. Differentiating $t\mapsto \mathcal{F}(u+tv)$ at its minimum, for every $v$, gives $D\mathcal{F}(u)[v]=0$. This produces the desired weak solution. Strict positivity of $Q$ also makes the functional strictly convex, consistent with uniqueness.

Symmetry implies that all eigenvalues of $A(x)$ lie between $\lambda$ and $\Lambda$, so $\Vert A(x){\Vert }_{\mathrm{op}}\le \Lambda$. In particular the bilinear form $B$ from part (i) is bounded and symmetric under the printed assumptions. The symmetric elliptic Dirichlet energy with a nonpositive potential isAll its terms are finite. For an admissible variation $\phi \in H_0^1$, its first variation is $B(u,\phi )+\int f\phi$. Thus stationarity is exactly the weak formulation of $Lu=f$.

Here is the direct method in the calculus of variations. Put $u=\psi +w$. Expanding the symmetric quadratic form givesThe Poincaré inequality controls $\Vert w{\Vert }_2$ by $\Vert Dw{\Vert }_2$. Therefore $J$ is bounded below on the admissible class, and a minimizing sequence is bounded in $H^1$. By weak compactness in this reflexive Banach space, a subsequence converges weakly to $u$. The affine closed subspace $\psi +H_0^1$ is weakly closed, so $u$ remains admissible.

The symmetric square root $A^{1/2}(x)$ is measurable and bounded. Since $-q\ge 0$, the two bounded linear mapstake weak $H^1$ convergence to weak $L^2$ convergence. The weak lower semicontinuity of the Hilbert norm shows that $B(u,u)$ is weakly lower semicontinuous. The term $\int fu$ is weakly continuous. Hence $J(u)\le \mathrm{liminf}J(u_k)$ and $u$ attains the minimum. Varying in either sign yields the weak equation.

The sign $q\le 0$ was used both to make the potential energy nonnegative, hence weakly lower semicontinuous by this argument, and to obtain coercivity. Finally $J(u+z)-J(u)=B(z,z)/2\ge \lambda \Vert Dz{\Vert }_2^2/2$ for $z\in H_0^1$, since the first variation at $u$ vanishes. Therefore

The affine class $C_{\psi }=\psi +H_0^1(\Omega )$ is nonempty, and part (i) gives a finite comparison energy $\mathcal{F}(\psi )$. Since $F(p)\ge \alpha |p{|}^2$, its energy infimum $m$ satisfies $0\le m\le \mathcal{F}(\psi )$. Choose a minimizing sequence $u_k\in C_{\psi }$ with $\mathcal{F}(u_k)\le \mathcal{F}(\psi )+1$. ThenThe gradient bounds also control the full Sobolev norm. Indeed $w_k=u_k-\psi \in H_0^1$, so the Poincaré inequality givesThus $u_k$ is bounded in the Hilbert space $H^1(\Omega )$. Its weak compactness yields a weakly convergent subsequence $u_k\rightharpoonup u$. The closed linear subspace $H_0^1$ is weakly closed, hence $u-\psi \in H_0^1$ and $u\in C_{\psi }$. By part (ii),The direct method in the calculus of variations therefore provesNeither a smooth boundary nor a classical trace theorem is needed: the boundary condition is encoded by the closed zero-boundary Sobolev space.

The statement requires $K\ne \varnothing$; an empty set is closed and convex but contains no minimizer. Assume this necessary condition and put $d={\inf }_{g\in K}\Vert g-f{\Vert }_p$. Since $K$ is closed and $f\notin K$, $d>0$. Choose a minimizing sequence $g_j\in K$ with $\Vert g_j-f{\Vert }_p\to d$.

The midpoint $(g_j+g_k)/2$ lies in the convex set $K$. Applying the stated Clarkson inequality to $g_j-f$ and $g_k-f$ givesThe right side tends to zero, so $g_j$ is a Cauchy sequence. By completeness of Lp spaces, proved in Question 2(a), it converges to some $h$. Closedness puts $h$ in $K$, and continuity of the norm gives $\boxed{\Vert h-f{\Vert }_p=d}$. This is the closest point theorem for a closed convex subset of Lp. The same inequality applied to two minimizers forces their difference to be zero, so the minimizer is also unique.

Apply the direct method in the calculus of variations to $J(u)=\Vert f-Ku{\Vert }_1+\alpha |Du|(\Omega )$. Since $J(0)=\Vert f{\Vert }_1$, take a minimizing sequence with $J(u_k)\le C:=\Vert f{\Vert }_1+1$. ThenThus the sequence is bounded in the bounded-variation space. The bounded-variation compactness gives a subsequence converging in the strong convergence sense in $L^1$ to $u\in BV(\Omega )$. Boundedness of the linear operator $K$ gives $K{u}_k\to Ku$ strongly in $L^1$, so the residual norm converges. The variation term is sequentially lower semicontinuous, henceTherefore $u$ attains the infimum. The useful inverse hypothesis is the lower bound $\Vert u{\Vert }_1\le C_K\Vert Ku{\Vert }_1$; a bounded inverse on the range already suffices for this proof. No uniqueness follows from the nonsquared $L^1$ fidelity.

For $t\in \mathbb{R}$, define the set functionalThe ROF level-set formulation states that the unique minimizer of $J(u)=\Vert u-f{\Vert }_2^2/2+\alpha \mathrm{TV}(u)$ has superlevel sets minimizing $F_t$ for almost every $t$. Conversely, an admissible $u$ with minimizing superlevel sets is the ROF minimizer. Thus the concise characterization is

The signed layer-cake identity for quadratic fidelity and the coarea formula for BV functions giveIndeed $u^2/2-fu={\int }_{\mathbb{R}}(t-f)({\chi }_{\{u>t\}}-{\chi }_{\{0>t\}})dt$ pointwise. Its absolute integral is bounded by $u^2/2+|fu|$, so Fubini's theorem applies for $u,f\in L^2$. The negative-level baseline is essential; integrating the unadjusted $F_t$ would generally diverge.

Each $F_t$ attains its minimum. A minimizing sequence of indicator functions has bounded $L^1$ norm, and comparison with the empty set bounds its perimeter by an $L^1$ forcing bound. Bounded-variation compactness supplies a limiting indicator function. The forcing integral converges by dominated convergence, while relative perimeter is sequentially lower semicontinuous.

For $s<t$, the supplied comparison lemma applied to $(f-t)/\alpha <(f-s)/\alpha$ makes every selected minimizer $A_t$ contained in $A_s$ up to a null set. The comparison of perimeter minimizers with ordered forcing also follows directly: compare $A_t$ with $A_t\cap A_s$, compare $A_s$ with $A_t\cup A_s$, add and use submodularity of relative perimeter to obtain $(t-s)|A_t\setminus A_s|\le 0$.

Select minimizers at rational levels, remove their countably many exceptional null sets, and reconstruct $v(x)=\sup \{q\in \mathbb{Q}:x\in A_q\}$. The strict superlevel set is $\{v>t\}={\bigcup }_{q>t}{A}_q$. This union also minimizes $F_t$: take $q\downarrow t$, use monotone $L^1$ convergence of its indicator functions and sequential lower semicontinuity, and note that $m(t)={\min }_E{F}_t(E)$ satisfies $|m(t)-m(s)|\le |\Omega ||t-s|$.

To justify finite energy before assuming it, clip this reconstruction to $v_M\in [-M,M]$. Comparison with the empty set gives $\alpha \mathrm{Per}(E_t;\Omega )\le {\int }_{\Omega }|t-f|$ uniformly on a bounded interval of levels. Since $v_M=-M+{\int }_{-M}^M{\chi }_{E_t}dt$, pairing with compactly supported test-field divergences bounds its total variation seminorm by ${\int }_{-M}^M\mathrm{Per}(E_t;\Omega )dt<\infty$. Thus $v_M$ belongs to the BV space before applying the coarea formula for BV functions. The layer-cake argument on the finite interval $[-M,M]$ shows $J(v_M)\le J(T_{M}w)$ for every finite-energy competitor $w$, where $T_M$ is clipping. In particular $w=0$ bounds the $L^2$ norms and variations uniformly. Fatou's lemma excludes infinite values of $v$ on a positive-measure set. Bounded-variation compactness and weak convergence in $L^2$ identify an admissible limit $v$. For any fixed competitor, $T_{M}w\to w$ in $L^2$ and its variation tends to that of $w$, by bounded-variation contraction under clipping and sequential lower semicontinuity. Thus $J(v)\le J(w)$.

The quadratic fidelity is strictly convex, so every ROF minimizer equals $v$ almost everywhere and has the selected minimizing superlevel sets. Conversely, for any $u$ whose levels minimize $F_t$, integrate the levelwise inequality against any competitor's levels in the displayed identity to obtain $J(u)\le J(w)$. This proves both directions for signed as well as nonnegative data.

A one-dimensional Sobolev representative is absolutely continuous. For $x<y$, the fundamental theorem of calculus and Holder inequality giveThus $u$ has a representative in $C^{0,1-1/q}([0,1])$. The qualification about representatives matters because a Sobolev space element is an almost-everywhere equivalence class.

In two dimensions, the Sobolev fundamental theorem of calculus on lines and Fubini's theorem imply that almost every horizontal and vertical slice belongs to $W^{1,q}(0,1)$ and has this one-dimensional Hölder continuity. The slice seminorm depends on the slice; this does not give one uniform pointwise estimate on the square. For $q>2$, Morrey's inequality additionally gives a globally Hölder continuous representative of exponent $1-2/q$. For $1<q\le 2$, global continuity need not hold. For example, with a smooth cutoff around an interior point, $u(x)=|x-x_0{|}^{-a}$ lies in $W^{1,q}$ when $0<a<2/q-1$, but is unbounded. At $q=2$, the cutoff version of $\log \log (e/|x-x_0|)$ is unbounded while its gradient has finite squared integral, sinceThese examples distinguish Sobolev slicing and planar continuity from a false two-dimensional application of the interval exponent.

Put $\Omega =(0,1{)}^2$. A BV space is a function $u\in L^1(\Omega )$ whose distributional derivative $Du$ is a finite vector-valued Radon measure. Equivalently its total variation seminorm is finite:The BV space has norm $\Vert u{\Vert }_{L^1}+|Du|(\Omega )$. For $u\in W^{1,1}(\Omega )$, integration by parts against the compactly supported field gives $\int u\mathrm{div}\phi =-\int \nabla u\cdot \phi \le \int |\nabla u|$. Conversely the measurable choice $\phi =-\nabla u/|\nabla u|$ on nonzero gradients attains the pointwise bound. Approximating this bounded field by smooth fields, using interior cutoffs and the finite measure $|\nabla u|dx$, justifies the supremum and givesIt is a norm of the derivative measure, rather than a pointwise derivative at jump discontinuities.

There is a genuine mismatch in the printed definition of the next functional. Its constraints on ${\phi }_0$ and $\phi$ are independent. Hence its stated supremum, denoted $A_{\mathrm{box}}$, separates asThe scalar supremum is $|\Omega |$, by cutoffs approaching one, and the vector supremum is the variation. For an affine image signal with $|\nabla u|=1$, this gives $2|\Omega |$, whereas the displayed square-root area would give $\sqrt{2}|\Omega |$. The intended relaxed graph-area functional instead uses the coupled pointwise constraint ${\phi }_0^2+|\phi {|}^2\le 1$, givingwhere $D^{s}u$ is the singular part of $Du$. Both readings have a minimizer, but their equations are different.

Here is the direct method in the calculus of variations for either reading. Let $A_{\bullet }$ be the literal $A_{\mathrm{box}}$ or the corrected $A$, and define the energy on $BV(\Omega )\cap L^2(\Omega )$, assigning infinity elsewhere. A minimizing sequence has bounded energy by comparison with $u=0$. Both $A_{\bullet }\ge |Du|(\Omega )$, so its variation is bounded, and the fidelity bounds $\Vert u-g{\Vert }_2$, hence also $\Vert u{\Vert }_2$ and $\Vert u{\Vert }_1$. By bounded-variation compactness, a subsequence converges strongly in $L^1$ to $u\in BV$, and after another subsequence almost everywhere. Fatou's lemma provesThe regularizer is a supremum of affine functionals continuous in $L^1$, since the test-field divergence is bounded. It is therefore lower semicontinuous. Combining the two lower bounds proves existence of a minimizer. In fact the convex regularizer and the strictly convex squared fidelity make the minimizer unique up to null sets. This does not assert that the minimizer must belong to $W^{1,1}$.

For the intended graph area, conditionally assume that the minimizer is in $W^{1,1}$. For $\eta \in C_c^{\infty }(\Omega )$, differentiate at $u+t\eta$. The derivative of the integrand is bounded by $|\nabla \eta |$, so dominated convergence applies. The weak equation isthat is,This is the graph-area Euler-Lagrange equation. Compactly supported variations impose no boundary condition in this statement.

For the literal printed supremum, the constant $|\Omega |$ drops out and one obtains total variation denoising. Its total variation calibration form isThe distributional equation means $\alpha \int z\cdot \nabla \eta +\int (u-g)\eta =0$. In particular $z=\nabla u/|\nabla u|$ wherever the gradient is nonzero; writing this quotient without handling zero gradients would be incomplete. Formally the one-sided derivative of $\int |\nabla u|$ isMinimality in the directions $\eta$ and $-\eta$ bounds the remaining linear functional by the second integral. The Hahn-Banach theorem extends it on that zero-gradient set to a bounded vector field of magnitude at most one, furnishing $z$ and the displayed weak equation. Thus the literal definition has a nonsmooth subgradient equation, not the square-root equation above.

A rigorous Mumford–Shah functional permits nonsmooth image signals and free discontinuities. One classical admissible class consists of relatively closed countably rectifiable sets $K\subset \Omega$ with finite Hausdorff measure ${\mathcal{H}}^1(K)$, and $u\in W^{1,2}(\Omega \setminus K)\cap L^{\infty }(\Omega )$ with finite energy. No exterior boundary values are prescribed. For an existence argument, use the equivalent relaxed classA special bounded-variation space excludes the Cantor part of a bounded-variation derivative of the derivative: $Du=\nabla udx+[u]{\nu }_u{\mathcal{H}}^1\lfloor J_u$. The jump set of a bounded-variation function $J_u$ is the relaxed image edge set. Clipping to $[-M,M]$ decreases squared fidelity, does not increase the gradient term, and does not create jumps, so this bound loses no minimizers.

Take a minimizing sequence and compare with a constant image signal. Its $L^2$ gradient norms and jump lengths are bounded. Alsoso the sequence is bounded in $BV$. The SBV compactness theorem for bounded values, superlinear gradient growth and bounded jump measure yields an $L^1$ limit in $SBV$, weak convergence of gradients in $L^2$, and lower semicontinuity of both the Dirichlet term and the jump measure. The uniform value bound upgrades convergence to $L^2$, so fidelity converges. This proves existence of a relaxed minimizer. Essential closedness of Mumford–Shah jump sets then supplies a relatively closed representative $K=\overline{J_u}\cap \Omega$, without added length, and $u\in W^{1,2}(\Omega \setminus K)$. This completes the outline for the classical pair problem. Arbitrary Hausdorff convergence of image edge sets alone is not an adequate substitute for these compactness and regularity results. No uniqueness is claimed for segmentation.

As $\alpha \to \infty$ with $\beta$ fixed, bounded energy forces $\nabla u\to 0$ in $L^2$. The reduced piecewise-constant Mumford–Shah problem isEquivalently, use a Caccioppoli partition $\{E_i\}$ of the image signal domain and constants $c_i$:The relative perimeter counts only interior boundaries, and the factor one half counts each interface once. Adjacent equal-valued regions can be merged, removing unnecessary boundaries.

For fixed $K$, let $E_i$ be its positive-area regions. Minimization over $u$ reduces to independent scalar least-squares fits:The minimized fidelity is ${\int }_{\Omega }{g}^2-{\sum }_i({\int }_{E_i}g{)}^2/|E_i|$. Thus region means in piecewise-constant segmentation give the optimal grey values for a fixed segmentation.

For a fixed full spatial function $u$, the image edge set must contain its jumps; any extra curve only adds length. The optimal choice is its essential jump set, with a relatively closed representative when appropriate. There is no independent relocation of boundaries while that full function is held fixed. A different common alternating step fixes the values $c_i$ but allows the labels $E_i$ to move. It minimizes the fidelity-plus-perimeter partition functional above. Without the perimeter term each point takes its nearest grey value; with it, interface length is penalized. At a smooth interface between two labels, outward normal displacement of $E_i$ has first variationwhere $\kappa ={\mathrm{div}}_{\Gamma }{\nu }_i$ is positive for an outward normal to a circle. The stationary segmentation interface curvature balance isThis is the geometric interpretation of optimizing boundaries with fixed grey levels, and distinguishes it from fixing the whole spatial image signal.

As $\beta \to \infty$ with $\alpha$ fixed, a constant competitor bounds the minimum independently of $\beta$, forcing ${\mathcal{H}}^1(J_u)\to 0$. compactness in the relaxed formulation leaves no jump or Cantor part of a bounded-variation derivative, so the limit is in $W^{1,2}(\Omega )$ on the connected rectangle. The reduced edge-free Mumford–Shah limit isA set of zero length can be omitted; this does not impose a zero image signal or a Dirichlet boundary value. Comparison with any fixed $H^1$ competitor and lower semicontinuity justify the limit minimization.

For completeness, the bilinear form $B(u,v)=\int uv+\alpha \int \nabla u\cdot \nabla v$ on $H^1(\Omega )$ is continuous and coercive, with $B(u,u)\ge \min (1,\alpha )\Vert u{\Vert }_{H^1}^2$. The right-hand side $\int gv$ is bounded because $g\in L^2$ on the bounded rectangle. The Lax-Milgram theorem gives a unique $u$ satisfyingIt is the unique minimizer by strict convexity. Formally,with the Neumann condition understood through this weak formulation. Equivalently, subtracting the weak equation shows that the energy increase at $u+v$ is $\Vert v{\Vert }_2^2+\alpha \Vert \nabla v{\Vert }_2^2>0$ for nonzero $v$.

The direct method in the calculus of variations gives the following existence theorem. Suppose bounded sequences in the Banach space $\mathcal{U}$ have $\tau$-convergent subsequences, and $E$ is a proper extended-real function with coercivity and is $\tau$-sequentially lower semicontinuous. Then $E$ has a finite-valued global minimizer.

To prove this, properness makes $m=\inf E<+\infty$. First rule out $m=-\infty$: a sequence with $E(u_n)\to -\infty$ eventually lies in a fixed sublevel set, which is bounded by coercivity. A $\tau$-convergent subsequence would then have a limit $u$ with $E(u)\le -\infty$, contradicting the codomain. Hence $m$ is finite.

Choose a minimizing sequence with $E(u_n)\to m$. It eventually belongs to the bounded sublevel set $\{E\le m+1\}$. Extract $u_{n_j}\stackrel{\tau }{\to }\bar{u}$. By sequential lower semicontinuity,Thus $E(\bar{u})=m$. In particular, a reflexive Banach space with the weak topology supplies the required subsequence property by weak sequential compactness of bounded sequences in a reflexive Banach space. A strictly convex function has at most one minimizer; this is an additional property, not part of the existence theorem.