I'm not sure your conjecture is true. Because of the nature of complete-linkage clustering, each time you agglomerate two clusters, you are doing so because the two elements that are farthest apart between those two clusters, are still mutually closer to each other than the farthest elements to any other cluster.
What you're trying to prove is that
"There will never exist an element in another cluster (Cluster B) that is nearer to some element in the cluster under consideration (Cluster A) than any other element in the cluster under consideration (Cluster A). That is, the minimum distance between an element in Cluster A to all other elements in Cluster A will always be less than the minimum distance from an element in Cluster A to any element in Cluster B"
However, after merging two clusters A and B due to complete-linkage clustering, there could still exist an element in cluster C that is nearer to an element in Cluster AB than any other element in cluster AB because complete-linkage is only concerned about maximal distances.
Counter-example:
A--1--B--3--C--2.5--D--2--E
How to interpret the example:
- The observations, A, B, C, D, and E are arranged in a straight line.
- Observation A is 1 unit away from observation B
- Observation B is 3 units away from observation C
- Observation C is 2.5 units away from observation D
- Observation D is 2 units away from observation E
Let's perform hierarchical clustering:
- First A and B are merged because distance is 1:
New picture:
AB--4--C--2.5--D--2--E
New picture
AB--4--C--4.5--DE
ABC--8.5--DE
- Cluster ABC is 8.5 units from DE because A is 8.5 units from E.
BUT, at this point we've disproven your conjecture. Element C is 3 units from B and 4 units from A (refer to original diagram). However, Element C is only 2.5 units from element D, which is inside another cluster.