As the title indicates, I'd like to prove the following:
If $f:\mathbb R\to\mathbb R$ is a continuous function on $[a,b]$, then $f$ attains its maximum.
Now, I do have a working proof: $[a,b]$ is a connected, compact space, which means that because $f$ is continuous, $f([a,b])$ is compact and connected as well. Therefore, $f([a,b])$ is a closed interval, which means it has both a minimum and, as desired, a maximum.
What I would like, however, is a proof that doesn't require such general or sophisticated framework. In particular, I'd like to know if there's a proof that is understandable to somebody beginning calculus, one that (at the very least) doesn't invoke compactness. Any comments, hints, or solutions are welcome and apreciated.
Best Answer
Here’s a sketch of one possible argument. Let $u=\sup_{x\in[a,b]}f(x)$. (Note that I allow the possibility that $u=\infty$.) There is a sequence $\langle x_n:n\in\Bbb N\rangle$ in $[a,b]$ such that for each $n\in\Bbb N$, $u-f(x_n)<\frac1{2^n}$ if $u\in\Bbb R$ and $f(x_n)>n$ if $u=\infty$. Extract a monotone subsequence $\langle x_{n_k}:k\in\Bbb N\rangle$. Being a monotone, bounded sequence, $\langle x_{n_k}:k\in\Bbb N\rangle$ converges to some $y$. (Note that you have to use the completeness of $\Bbb R$ in some way, and this is the most elementary that occurs to me.) Moreover, $y\in[a,b]$, and $f$ is continuous, so $f(y)=\lim\limits_{k\to\infty}f(x_{n_k})=u$.