I'm proving the Bolzano–Weierstrass theorem. It says
$$ \text{If } A \text{ : bounded and infinite set}, \text{ then } A \text{ has at least one limit point.} $$
So the proof goes like the following.
Since $A \subset \mathbb{R}^N$ is bounded, it can be a subset of a box $B_1 = I_1 \times \cdots \times I_N$, where $I_i$ is an interval in $\mathbb{R}$. Let's divide the $B_1$ into $2^N$ sub-boxes. Then, at least one sub-box has the infinite elements of $A$. Let's say that sub-box as $B_2$. Let's say we can repeat this procedure for $B_3, B_4, \ldots$
Well, so proof ends as we prove some $x$ exists in $\cap_{n=1}^{\infty}B_n$ and it is a limit point of $A$.
But what I'm wondering is, how can we identify the $B_2$? (and $B_3$, and so on)
Yes, it's clear to me that such set exists, but the existence itself does not guarantee us to identify the set (that is, to select and label it as $B_2$), since we don't have any tools to discern if $B_2$ is infinite or not.
It sounds a little bit philosophical, but is there anyone to help?
It is not surprising that there is no constructive way to identify, at each stage, which of the $2^n$ boxes holds infinitely many points—because, from the outset, the premiss of the theorem assumes nothing about where the points are: we know only that there are infinitely many of them. There are thus at least continuum-many possibilities for how the points might be distributed. All we can do is make the logical observation that, at every stage, the boxes cannot all hold a finite number of points, and therefore at least one of them holds an infinite number. If we need to identify just which such a box might be, we might be able to do so if we were given a precise construction of $A$; but we are given no such information.