I'm doing Ex 3.9 in Brezis's book of Functional Analysis.
Let $E$ be a Banach space; let $M \subset E$ be a linear subspace, and let $f \in E'$. Prove that there exists some $g \in M^{\perp}$ such that $$ \left\|g-f\right\| = \alpha :=\inf_{h \in M^{\perp}}\left\|h-f\right\| . $$
In my below proof, I don't use the the fact that $M$ is a linear subspace. It seems to me this hold for any subset $M$ of $E$. Could you have a check on my attempt?
I posted my proof separately so that I can accept my own answer and thus remove my question from unanswered list. If other people post answers, I will happily accept theirs.