Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 5 / 1 / e / Solution

The closest point theorem in a Hilbert space says that, for every nonempty closed convex set $C\subset H$ and $x\in H$, there is exactly one $p\in C$ minimizing $\Vert x-p\Vert$.

Put $d={\inf }_{y\in C}\Vert x-y\Vert$ and choose $y_n\in C$ with $\Vert x-y_n\Vert \to d$. The midpoint belongs to $C$ because it is a convex set. The parallelogram law givesThus $(y_n)$ is a Cauchy sequence. Completeness of the Hilbert space and closedness of $C$ give a limit $p\in C$, with $\Vert x-p\Vert =d$. Applying the same identity to two minimizers gives their squared distance at most zero, proving uniqueness.

The resulting projection is characterized byIndeed, differentiate $\Vert x-p-t(z-p){\Vert }^2$ at $t=0^{+}$; the minimum there gives the inequality. Conversely, expanding $\Vert x-z{\Vert }^2$ proves minimality from this inequality. For a closed linear subspace, both signs of each direction are allowed, so $x-p$ is orthogonal to that subspace: this recovers the orthogonal projection.