[step:Show $\operatorname{length}(\tilde\gamma) \geq r$ for every $\tilde\gamma \in \Omega(p, q)$]
Let $\tilde\gamma: [0, 1] \to M$ be any piecewise $C^1$ curve in $\Omega(p, q)$. We lift $\tilde\gamma$ to $T_pM$ on a maximal initial segment.
**Case A: $\tilde\gamma([0, 1]) \subseteq U$.** Since $\exp_p\big|_{B(0, \varepsilon)} \to U$ is a diffeomorphism, define
\begin{align*}
\psi: [0, 1] &\to B(0, \varepsilon) \subseteq T_pM \\
t &\mapsto (\exp_p\big|_{B(0, \varepsilon)})^{-1}(\tilde\gamma(t)).
\end{align*}
Then $\psi$ is piecewise $C^1$ (as the composition of a piecewise $C^1$ curve with a diffeomorphism), $\psi(0) = (\exp_p\big|_{B(0, \varepsilon)})^{-1}(p) = 0$ (since $\exp_p(0) = p$ and $0 \in B(0, \varepsilon)$), and $\psi(1) = (\exp_p\big|_{B(0, \varepsilon)})^{-1}(q) = a$. By [Local Length Minimization](/theorems/2719) applied to $\psi$,
\begin{align*}
\operatorname{length}(\tilde\gamma) = \operatorname{length}(\exp_p \circ \psi) \ge |a|_{g_p} = r.
\end{align*}
**Case B: $\tilde\gamma([0, 1]) \not\subseteq U$.** Let
\begin{align*}
T := \sup\{s \in [0, 1] : \tilde\gamma([0, s]) \subseteq U\}.
\end{align*}
Since $\tilde\gamma(0) = p \in U$ and $U$ is open in $M$, the set $\{s : \tilde\gamma([0, s]) \subseteq U\}$ is non-empty and contains a neighbourhood of $0$, so $T > 0$. By definition of $T$ and continuity, $\tilde\gamma([0, T)) \subseteq U$ but $\tilde\gamma$ does not stay in $U$ past $T$. We argue that $\tilde\gamma(T) \in \partial U$ (the topological boundary of $U$ in $M$), or $T = 1$ and $\tilde\gamma(1) = q \in U$ (which puts us back in Case A).
If $T < 1$: by maximality of $T$ and continuity of $\tilde\gamma$, $\tilde\gamma(T) \in \overline{U} \setminus U = \partial U$. The boundary $\partial U$ is the image under $\exp_p$ of $\partial B(0, \varepsilon) = \{v \in T_pM : |v|_{g_p} = \varepsilon\}$ — but $\exp_p$ may not be injective on $\overline{B(0, \varepsilon)}$, so we argue more carefully. Define
\begin{align*}
\psi: [0, T) &\to B(0, \varepsilon) \subseteq T_pM \\
t &\mapsto (\exp_p\big|_{B(0, \varepsilon)})^{-1}(\tilde\gamma(t)),
\end{align*}
which is piecewise $C^1$. We claim $\lim_{t \to T^-} |\psi(t)|_{g_p} = \varepsilon$. Since $\psi([0, T)) \subseteq B(0, \varepsilon)$, the curve $\psi$ is bounded in $T_pM$, so every sequence $t_n \to T^-$ admits a subsequence along which $\psi(t_{n_k})$ converges to some $w \in \overline{B(0, \varepsilon)}$. If $w \in B(0, \varepsilon)$, then by continuity
\begin{align*}
\tilde\gamma(T) = \lim_k \tilde\gamma(t_{n_k}) = \lim_k \exp_p(\psi(t_{n_k})) = \exp_p(w) \in U,
\end{align*}
contradicting $\tilde\gamma(T) \notin U$. Hence every subsequential limit $w$ lies in $\overline{B(0, \varepsilon)} \setminus B(0, \varepsilon) = \partial B(0, \varepsilon)$, so $|w|_{g_p} = \varepsilon$. Since every subsequential limit of $|\psi(t)|_{g_p}$ as $t \to T^-$ equals $\varepsilon$, we obtain a full limit:
\begin{align*}
\lim_{t \to T^-} |\psi(t)|_{g_p} = \varepsilon.
\end{align*}
In particular, for any prescribed $\delta > 0$ pick $T' \in (0, T)$ with $|\psi(T')|_{g_p} \ge \varepsilon - \delta$. Apply [Local Length Minimization](/theorems/2719) to the curve $\psi\big|_{[0, T']}$ from $0$ to $\psi(T') \in T_pM$, after rescaling its parameter to $[0, 1]$:
\begin{align*}
\operatorname{length}(\tilde\gamma\big|_{[0, T']}) \ge |\psi(T')|_{g_p} \ge \varepsilon - \delta.
\end{align*}
Letting $\delta \to 0^+$,
\begin{align*}
\operatorname{length}(\tilde\gamma) \ge \operatorname{length}(\tilde\gamma\big|_{[0, T']}) \ge \varepsilon - \delta,
\end{align*}
hence $\operatorname{length}(\tilde\gamma) \ge \varepsilon > r$.
If $T = 1$: then $\tilde\gamma([0, 1)) \subseteq U$. If additionally $\tilde\gamma(1) = q \in U$, then $\tilde\gamma([0, 1]) \subseteq U$ and we are in Case A. (The endpoint $\tilde\gamma(1) = q \in U$ holds by definition of $\Omega(p, q)$.) So in this sub-case Case A applies and we obtain $\operatorname{length}(\tilde\gamma) \ge r$.
Combining the cases, $\operatorname{length}(\tilde\gamma) \ge r$ for all $\tilde\gamma \in \Omega(p, q)$.
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