-- Mathlib/Analysis/Calculus/FDeriv/Measurable.lean
theorem D_subset_differentiable_set {K : Set F} (hK : IsComplete K) :
    D f K ⊆ { x | DifferentiableWithinAt ℝ f (Ici x) x ∧ derivWithin f (Ici x) x ∈ K }

Proof state:
case intro
F : Type u_1
inst✝¹ : NormedAddCommGroup F
inst✝ : NormedSpace ℝ F
f : ℝ → F
K : Set F
hK : IsComplete K
P : ∀ {n : ℕ}, 0 < (1 / 2) ^ n
x : ℝ
hx : x ∈ D f K
n : ℕ → ℕ
L : ℕ → ℕ → ℕ → F
hn :
  ∀ (e p q : ℕ),
    n e ≤ p →
      n e ≤ q → L e p q ∈ K ∧ x ∈ A f (L e p q) ((1 / 2) ^ p) ((1 / 2) ^ e) ∩ A f (L e p q) ((1 / 2) ^ q) ((1 / 2) ^ e)
M :
  ∀ (e p q e' p' q' : ℕ), n e ≤ p → n e ≤ q → n e' ≤ p' → n e' ≤ q' → e ≤ e' → ‖L e p q - L e' p' q'‖ ≤ 12 * (1 / 2) ^ e
L0 : ℕ → F := fun e => L e (n e) (n e)
ε : ℝ
εpos : ε > 0
e : ℕ
he : (1 / 2) ^ e < ε / 12
⊢ ∃ N, ∀ n ≥ N, dist (L0 n) (L0 N) < ε

Tactic:
refine ⟨e, fun e' he' => ?_⟩

Result:
case intro
F : Type u_1
inst✝¹ : NormedAddCommGroup F
inst✝ : NormedSpace ℝ F
f : ℝ → F
K : Set F
hK : IsComplete K
P : ∀ {n : ℕ}, 0 < (1 / 2) ^ n
x : ℝ
hx : x ∈ D f K
n : ℕ → ℕ
L : ℕ → ℕ → ℕ → F
hn :
  ∀ (e p q : ℕ),
    n e ≤ p →
      n e ≤ q → L e p q ∈ K ∧ x ∈ A f (L e p q) ((1 / 2) ^ p) ((1 / 2) ^ e) ∩ A f (L e p q) ((1 / 2) ^ q) ((1 / 2) ^ e)
M :
  ∀ (e p q e' p' q' : ℕ), n e ≤ p → n e ≤ q → n e' ≤ p' → n e' ≤ q' → e ≤ e' → ‖L e p q - L e' p' q'‖ ≤ 12 * (1 / 2) ^ e
L0 : ℕ → F := fun e => L e (n e) (n e)
ε : ℝ
εpos : ε > 0
e : ℕ
he : (1 / 2) ^ e < ε / 12
e' : ℕ
he' : e' ≥ e
⊢ dist (L0 e') (L0 e) < ε

Proof state:
F : Type u_1
inst✝¹ : NormedAddCommGroup F
inst✝ : NormedSpace ℝ F
f : ℝ → F
K : Set F
hK : IsComplete K
P : ∀ {n : ℕ}, 0 < (1 / 2) ^ n
x : ℝ
hx : x ∈ D f K
n : ℕ → ℕ
L : ℕ → ℕ → ℕ → F
hn :
  ∀ (e p q : ℕ),
    n e ≤ p →
      n e ≤ q → L e p q ∈ K ∧ x ∈ A f (L e p q) ((1 / 2) ^ p) ((1 / 2) ^ e) ∩ A f (L e p q) ((1 / 2) ^ q) ((1 / 2) ^ e)
e p q e' p' q' : ℕ
hp : n e ≤ p
hq : n e ≤ q
hp' : n e' ≤ p'
hq' : n e' ≤ q'
he' : e ≤ e'
r : ℕ := n e ⊔ n e'
I : (1 / 2) ^ e' ≤ (1 / 2) ^ e
J1 : ‖L e p q - L e p r‖ ≤ 4 * (1 / 2) ^ e
⊢ ‖L e p q - L e' p' q'‖ ≤ 12 * (1 / 2) ^ e

Tactic:
have J2 : ‖L e p r - L e' p' r‖ ≤ 4 * (1 / 2) ^ e := by
  have I1 : x ∈ A f (L e p r) ((1 / 2) ^ r) ((1 / 2) ^ e) := (hn e p r hp (le_max_left _ _)).2.2
  have I2 : x ∈ A f (L e' p' r) ((1 / 2) ^ r) ((1 / 2) ^ e') :=
    (hn e' p' r hp' (le_max_right _ _)).2.2
  exact norm_sub_le_of_mem_A P _ I1 (A_mono _ _ I I2)

Result:
F : Type u_1
inst✝¹ : NormedAddCommGroup F
inst✝ : NormedSpace ℝ F
f : ℝ → F
K : Set F
hK : IsComplete K
P : ∀ {n : ℕ}, 0 < (1 / 2) ^ n
x : ℝ
hx : x ∈ D f K
n : ℕ → ℕ
L : ℕ → ℕ → ℕ → F
hn :
  ∀ (e p q : ℕ),
    n e ≤ p →
      n e ≤ q → L e p q ∈ K ∧ x ∈ A f (L e p q) ((1 / 2) ^ p) ((1 / 2) ^ e) ∩ A f (L e p q) ((1 / 2) ^ q) ((1 / 2) ^ e)
e p q e' p' q' : ℕ
hp : n e ≤ p
hq : n e ≤ q
hp' : n e' ≤ p'
hq' : n e' ≤ q'
he' : e ≤ e'
r : ℕ := n e ⊔ n e'
I : (1 / 2) ^ e' ≤ (1 / 2) ^ e
J1 : ‖L e p q - L e p r‖ ≤ 4 * (1 / 2) ^ e
J2 : ‖L e p r - L e' p' r‖ ≤ 4 * (1 / 2) ^ e
⊢ ‖L e p q - L e' p' q'‖ ≤ 12 * (1 / 2) ^ e

Proof state:
case intro
F : Type u_1
inst✝¹ : NormedAddCommGroup F
inst✝ : NormedSpace ℝ F
f : ℝ → F
K : Set F
hK : IsComplete K
P : ∀ {n : ℕ}, 0 < (1 / 2) ^ n
x : ℝ
hx : x ∈ D f K
e : ℕ
this : x ∈ ⋃ n, ⋂ p, ⋂ (_ : p ≥ n), ⋂ q, ⋂ (_ : q ≥ n), B f K ((1 / 2) ^ p) ((1 / 2) ^ q) ((1 / 2) ^ e)
n : ℕ
hn : x ∈ ⋂ p, ⋂ (_ : p ≥ n), ⋂ q, ⋂ (_ : q ≥ n), B f K ((1 / 2) ^ p) ((1 / 2) ^ q) ((1 / 2) ^ e)
p q : ℕ
hp : n ≤ p
hq : n ≤ q
⊢ ∃ L ∈ K, x ∈ A f L ((1 / 2) ^ p) ((1 / 2) ^ e) ∩ A f L ((1 / 2) ^ q) ((1 / 2) ^ e)

Tactic:
simp only [mem_iInter] at hn

Result:
case intro
F : Type u_1
inst✝¹ : NormedAddCommGroup F
inst✝ : NormedSpace ℝ F
f : ℝ → F
K : Set F
hK : IsComplete K
P : ∀ {n : ℕ}, 0 < (1 / 2) ^ n
x : ℝ
hx : x ∈ D f K
e : ℕ
this : x ∈ ⋃ n, ⋂ p, ⋂ (_ : p ≥ n), ⋂ q, ⋂ (_ : q ≥ n), B f K ((1 / 2) ^ p) ((1 / 2) ^ q) ((1 / 2) ^ e)
n p q : ℕ
hp : n ≤ p
hq : n ≤ q
hn : ∀ i ≥ n, ∀ i_2 ≥ n, x ∈ B f K ((1 / 2) ^ i) ((1 / 2) ^ i_2) ((1 / 2) ^ e)
⊢ ∃ L ∈ K, x ∈ A f L ((1 / 2) ^ p) ((1 / 2) ^ e) ∩ A f L ((1 / 2) ^ q) ((1 / 2) ^ e)

Proof state:
case h
F : Type u_1
inst✝¹ : NormedAddCommGroup F
inst✝ : NormedSpace ℝ F
f : ℝ → F
K : Set F
hK : IsComplete K
P : ∀ {n : ℕ}, 0 < (1 / 2) ^ n
x : ℝ
hx : x ∈ D f K
n : ℕ → ℕ
L : ℕ → ℕ → ℕ → F
hn :
  ∀ (e p q : ℕ),
    n e ≤ p →
      n e ≤ q → L e p q ∈ K ∧ x ∈ A f (L e p q) ((1 / 2) ^ p) ((1 / 2) ^ e) ∩ A f (L e p q) ((1 / 2) ^ q) ((1 / 2) ^ e)
M :
  ∀ (e p q e' p' q' : ℕ), n e ≤ p → n e ≤ q → n e' ≤ p' → n e' ≤ q' → e ≤ e' → ‖L e p q - L e' p' q'‖ ≤ 12 * (1 / 2) ^ e
L0 : ℕ → F := fun e => L e (n e) (n e)
this : CauchySeq L0
f' : F
f'K : f' ∈ K
hf' : Tendsto L0 atTop (𝓝 f')
Lf' : ∀ (e p : ℕ), n e ≤ p → ‖L e (n e) p - f'‖ ≤ 12 * (1 / 2) ^ e
ε : ℝ
εpos : 0 < ε
e : ℕ
he : (1 / 2) ^ e < ε / 16
y : ℝ
hy : y ∈ Icc x (x + (1 / 2) ^ (n e + 1))
⊢ ‖f y - f x - (y - x) • f'‖ ≤ ε * ‖y - x‖

Tactic:
rcases eq_or_lt_of_le hy.1 with (rfl | xy)

Result:
case h.inl
F : Type u_1
inst✝¹ : NormedAddCommGroup F
inst✝ : NormedSpace ℝ F
f : ℝ → F
K : Set F
hK : IsComplete K
P : ∀ {n : ℕ}, 0 < (1 / 2) ^ n
x : ℝ
hx : x ∈ D f K
n : ℕ → ℕ
L : ℕ → ℕ → ℕ → F
hn :
  ∀ (e p q : ℕ),
    n e ≤ p →
      n e ≤ q → L e p q ∈ K ∧ x ∈ A f (L e p q) ((1 / 2) ^ p) ((1 / 2) ^ e) ∩ A f (L e p q) ((1 / 2) ^ q) ((1 / 2) ^ e)
M :
  ∀ (e p q e' p' q' : ℕ), n e ≤ p → n e ≤ q → n e' ≤ p' → n e' ≤ q' → e ≤ e' → ‖L e p q - L e' p' q'‖ ≤ 12 * (1 / 2) ^ e
L0 : ℕ → F := fun e => L e (n e) (n e)
this : CauchySeq L0
f' : F
f'K : f' ∈ K
hf' : Tendsto L0 atTop (𝓝 f')
Lf' : ∀ (e p : ℕ), n e ≤ p → ‖L e (n e) p - f'‖ ≤ 12 * (1 / 2) ^ e
ε : ℝ
εpos : 0 < ε
e : ℕ
he : (1 / 2) ^ e < ε / 16
hy : x ∈ Icc x (x + (1 / 2) ^ (n e + 1))
⊢ ‖f x - f x - (x - x) • f'‖ ≤ ε * ‖x - x‖

case h.inr
F : Type u_1
inst✝¹ : NormedAddCommGroup F
inst✝ : NormedSpace ℝ F
f : ℝ → F
K : Set F
hK : IsComplete K
P : ∀ {n : ℕ}, 0 < (1 / 2) ^ n
x : ℝ
hx : x ∈ D f K
n : ℕ → ℕ
L : ℕ → ℕ → ℕ → F
hn :
  ∀ (e p q : ℕ),
    n e ≤ p →
      n e ≤ q → L e p q ∈ K ∧ x ∈ A f (L e p q) ((1 / 2) ^ p) ((1 / 2) ^ e) ∩ A f (L e p q) ((1 / 2) ^ q) ((1 / 2) ^ e)
M :
  ∀ (e p q e' p' q' : ℕ), n e ≤ p → n e ≤ q → n e' ≤ p' → n e' ≤ q' → e ≤ e' → ‖L e p q - L e' p' q'‖ ≤ 12 * (1 / 2) ^ e
L0 : ℕ → F := fun e => L e (n e) (n e)
this : CauchySeq L0
f' : F
f'K : f' ∈ K
hf' : Tendsto L0 atTop (𝓝 f')
Lf' : ∀ (e p : ℕ), n e ≤ p → ‖L e (n e) p - f'‖ ≤ 12 * (1 / 2) ^ e
ε : ℝ
εpos : 0 < ε
e : ℕ
he : (1 / 2) ^ e < ε / 16
y : ℝ
hy : y ∈ Icc x (x + (1 / 2) ^ (n e + 1))
xy : x < y
⊢ ‖f y - f x - (y - x) • f'‖ ≤ ε * ‖y - x‖

Proof state:
F : Type u_1
inst✝¹ : NormedAddCommGroup F
inst✝ : NormedSpace ℝ F
f : ℝ → F
K : Set F
hK : IsComplete K
P : ∀ {n : ℕ}, 0 < (1 / 2) ^ n
x : ℝ
hx : x ∈ D f K
n : ℕ → ℕ
L : ℕ → ℕ → ℕ → F
hn :
  ∀ (e p q : ℕ),
    n e ≤ p →
      n e ≤ q → L e p q ∈ K ∧ x ∈ A f (L e p q) ((1 / 2) ^ p) ((1 / 2) ^ e) ∩ A f (L e p q) ((1 / 2) ^ q) ((1 / 2) ^ e)
M :
  ∀ (e p q e' p' q' : ℕ), n e ≤ p → n e ≤ q → n e' ≤ p' → n e' ≤ q' → e ≤ e' → ‖L e p q - L e' p' q'‖ ≤ 12 * (1 / 2) ^ e
L0 : ℕ → F := fun e => L e (n e) (n e)
this✝ : CauchySeq L0
f' : F
f'K : f' ∈ K
hf' : Tendsto L0 atTop (𝓝 f')
Lf' : ∀ (e p : ℕ), n e ≤ p → ‖L e (n e) p - f'‖ ≤ 12 * (1 / 2) ^ e
ε : ℝ
εpos : 0 < ε
e : ℕ
he : (1 / 2) ^ e < ε / 16
y : ℝ
hy : y ∈ Icc x (x + (1 / 2) ^ (n e + 1))
xy : x < y
yzero : 0 < y - x
y_le : y - x ≤ (1 / 2) ^ (n e + 1)
yone : y - x ≤ 1
k : ℕ
hk : (1 / 2) ^ (k + 1) < y - x
h'k : y - x ≤ (1 / 2) ^ k
this : n e + 1 < k + 1
⊢ n e < k

Tactic:
omega

Result:
no goals