Let and , because of that let and set , quickly note that if it so happens that is an upper bound then we can take to be our least upper bound. We also know that is bounded above, so let be any upper bound of , consider , and note that we must have , for if not then which would mean that is not an upper bound. If then , and so as before has the supremum .
Therefore we can assume that and also assume that is not an upper bound. Now consider the value . Let's define two sequences simultaneously, if is an upper bound of then define and , if is not an upper bound of then we define and . The goal of this is to consider as an approximation of our supremum, if its too big we adjust our upper bound to force the next iteration to get closer, if it's inside the set we push up our lower bound to force it outside the set.
We claim that every is an upper bound of and that every is not an upper bound of . We prove both at once through induction, we assumed was not an upper bound, and by definition was so the base case holds. Assume that the statement holds true for and we'll show that it holds true for . Suppose that is an upper bound to , in that case and so is an upper bound, in this case and since we knew that was not an upper bound is also not an upper bound, in the case that is not an upper bound, then and so is still an upper bound, but since we see that still remains not an upper bound as needed.
Consider the sequence of intervals and define then we claim that For it holds trivially, then suppose for it holds true, and we'll prove it holds true for , so we know that . If is an upper bound then and therefore as needed, the case when is not an upper bound follows symmetrically, thus the statement holds true for all .
By the definition of it follows that for every we have that for if there was a such that since is an upper bound, so is , but that's a contradiction because we proved that is not an upper bound for any . Also consider through the definition of that we must have that and that . This shows that for any and any because we know that
Now consider the sequence , defined so that
- if even
- if odd
We will show that this sequence is cauchy. So let and let such that , note that we know that , take and let we must prove that , since we know that it's enough to show that , recall that is either equal to or but since we see that the indices are greater than that is therefore no matter what as hinted at earlier, in other words as needed, so that is cauchy.
Since it is cauchy it converges to some limit , we will prove that is the supremum of , that is, it is the greatest upper bound, first of all it must be an upper bound, for if it wasn't then there would be some such that , recall that since then as it's a subsequence, in that case consider , then there exists some such that so that but this implies that is not an upper bound which is a contradiction, therefore must be an upper bound.
But it also is the least upper bound, so suppose for the sake of contradiction that there was a smaller upper bound so that and set similarly to our previous paragraph we can obtain some such that which implies that but that would imply that is an upper bound, which is not possible, and therefore we have a contradiction so is the least upper bound.