Extreme value theorem

In calculus, the extreme value theorem states that if a real-valued function {\displaystyle f}f is continuous on the closed interval {\displaystyle [a,b]}[a,b], then {\displaystyle f}f must attain a maximum and a minimum, each at least once. That is, there exist numbers {\displaystyle c}c and {\displaystyle d}d in {\displaystyle [a,b]}[a,b] such that:

{\displaystyle f©\geq f(x)\geq f(d)\quad \forall x\in [a,b]}{\displaystyle f©\geq f(x)\geq f(d)\quad \forall x\in [a,b]}
The extreme value theorem is more specific than the related boundedness theorem, which states merely that a continuous function {\displaystyle f}f on the closed interval {\displaystyle [a,b]}[a,b] is bounded on that interval; that is, there exist real numbers {\displaystyle m}m and {\displaystyle M}M such that:

{\displaystyle m\leq f(x)\leq M\quad \forall x\in [a,b].}{\displaystyle m\leq f(x)\leq M\quad \forall x\in [a,b].}
This does not say that {\displaystyle M}M and {\displaystyle m}m are necessarily the maximum and minimum values of {\displaystyle f}f on the interval {\displaystyle [a,b],}[a,b], which is what the extreme value theorem stipulates must also be the case.

The extreme value theorem is used to prove Rolle’s theorem. In a formulation due to Karl Weierstrass, this theorem states that a continuous function from a non-empty compact space to a subset of the real numbers attains a maximum and a minimum.

A continuous function {\displaystyle f(x)}f(x) on the closed interval {\displaystyle [a,b]}[a,b] showing the absolute max (red) and the absolute min (blue).

1 History

The extreme value theorem was originally proven by Bernard Bolzano in the 1830s in a work Function Theory but the work remained unpublished until 1930. Bolzano’s proof consisted of showing that a continuous function on a closed interval was bounded, and then showing that the function attained a maximum and a minimum value. Both proofs involved what is known today as the Bolzano–Weierstrass theorem.[1] The result was also discovered later by Weierstrass in 1860.[citation needed]

2 Functions to which the theorem does not apply

The following examples show why the function domain must be closed and bounded in order for the theorem to apply. Each fails to attain a maximum on the given interval.

{\displaystyle f(x)=x}{\displaystyle f(x)=x} defined over {\displaystyle [0,\infty )}[0,\infty ) is not bounded from above.
{\displaystyle f(x)={\frac {x}{1+x}}}{\displaystyle f(x)={\frac {x}{1+x}}} defined over {\displaystyle [0,\infty )}[0,\infty ) is bounded but does not attain its least upper bound {\displaystyle 1}1.
{\displaystyle f(x)={\frac {1}{x}}}{\displaystyle f(x)={\frac {1}{x}}} defined over {\displaystyle (0,1]}{\displaystyle (0,1]} is not bounded from above.
{\displaystyle f(x)=1-x}{\displaystyle f(x)=1-x} defined over {\displaystyle (0,1]}{\displaystyle (0,1]} is bounded but never attains its least upper bound {\displaystyle 1}1.
Defining {\displaystyle f(0)=0}f(0)=0 in the last two examples shows that both theorems require continuity on {\displaystyle [a,b]}[a,b].

3 Generalization to metric and topological spaces

4 Proving the theorems

4.1 Proof of the boundedness theorem

4.2 Alternative proof

4.3 Proof of the extreme value theorem

4.4 Alternative proof of the extreme value theorem

4.5 Proof using the hyperreals

4.6 Proof from first principles

5 Extension to semi-continuous functions