In the second last inequality of the proof of Theorem 6.17 (Rudin's baby analysis), I think he uses the fact that $$|x-y|\leq c \text{ implies } |\inf x-\inf y|\leq c,$$ where $c$ is a real constant and $x,y$ are variables.
I've worked on the proof of this fact for a while, but could not get a clue. Could anyone give me a hint? Currently, I am trying to prove $|\inf x-\inf y|\leq \inf|x-y|$ if this is a correct direction.
I assume you mean that $x$ and $y$ belong to subsets $X$ and $Y$, respectively, of $\mathbb R$.
Let $\epsilon>0$. By definition of $\inf$, there are $x_0\in X;\ y_0\in Y$ such that
$\inf X>x_0-\epsilon$ and $\inf Y>y_0-\epsilon.$
And an application of the triangle inequality gives
$|\inf X-\inf Y|\le |\inf X-x_0|+|x_0-y_0|+|y_0-\inf X|\le 2\epsilon+c.$
As $\epsilon$ is arbitrary, the result follows.