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Projection onto a nonempty closed convex set
Statement
Assume the Axiom of Countable Choice. Let be a real or complex Hilbert space, let be nonempty, closed and convex, and let . Then there is exactly one point with , that is, a unique nearest point of to .
Facts & Assumptions
A Hilbert space is an inner-product space complete for its induced norm: every Cauchy sequence converges to a point of the space (Hilbert space).
Every nonempty real set bounded below has an infimum, characterised by points arbitrarily close from above (Every nonempty set bounded below has an infimum, Epsilon characterisation of the infimum).
Countable Choice selects a point from each set of a countable family of nonempty sets (The Axiom of Countable Choice ()).
A minimizing sequence in a nonempty convex set is Cauchy (A minimizing sequence in a convex set is Cauchy).
is convex and for every (Convex sets and continuous real-hyperplane separation in a normed space, Greatest lower bound (infimum)). A closed set equals its closure, and a point lies in the closure whenever every ball about it meets the set (The closure of a nonempty is , equals together with its limit points, and is the smallest closed superset); limits in a metric space are unique (A sequence in a metric space has at most one limit).
Norm distance is continuous: (The reverse triangle inequality in a normed space).
Convergence of a sequence of reals to means that for every the terms are eventually within of , and for every some is below (Limits and Cauchy sequences of reals, For every in a complete ordered field there is a natural with ).
Every inner-product norm satisfies the parallelogram law (The parallelogram law).
Proof
Given: Countable Choice, a real or complex Hilbert space , a nonempty closed convex set and a vector .
The set is nonempty and bounded below by , so exists and for every some has by the epsilon characterisation of the infimum.
Countable Choice selects for every a point with , the sets being nonempty by step 1.1.
Then for every , so by the Archimedean reciprocal bound; hence is Cauchy by the minimizing-sequence lemma, completeness of gives a limit , and closedness of places in .
Moreover : norm continuity along the limit gives , and a limit of the sequence is unique.
If both satisfy , then the midpoint lies in by convexity, so , and the parallelogram law gives , whence : the nearest point is unique.
Depends on
A minimizing sequence in a convex set is Cauchy
Hilbert space
Every nonempty set bounded below has an infimum
Epsilon characterisation of the infimum
Greatest lower bound (infimum)
For every in a complete ordered field there is a natural with
Limits and Cauchy sequences of reals
The Axiom of Countable Choice ()
Convex sets and continuous real-hyperplane separation in a normed space
The closure of a nonempty is , equals together with its limit points, and is the smallest closed superset
A sequence in a metric space has at most one limit
The reverse triangle inequality in a normed space
The parallelogram law