Interchange of Function and Supremum

Theorem

Given a non decreasing function f, and set of real numbers X

f(sup(X))sup(f(X))

given that sup(f(X)) exists.

Proof

From the definition of the supremum

sup(X)xxX

then, since f is non-decreasing

f(sup(X))f(x)xX.

Hence f(sup(X)) is an upper bound for f(X), and hence it is greater than or equal to the least upper bound, that is

f(sup(X))sup(f(X)).