Consider the Cheapest Insertion Algorithm on a complete graph with $n$ vertices, where each edge $uv$ has a weight $w(uv)$, and the weights satisfy the triangle inequality $w(xz)\leq w(xy)+w(yz)$ for all $x,y,z$:
Start with any vertex $v_1$. Suppose at step $1\leq t \leq n$ we have a sequence of distinct vertices $s_t = (v_1, \dots, v_t)$. Pick $1\leq i \leq t$ and $u \notin \{v_1,\dots,v_t\}$ to minimise $w(v_iu)$. Define $s_{t+1}$ by inserting $u$ into $s_t$ after $v_i$. Output the Hamiltonian cycle defined by $s_n$.
I know that this is a $2$ approximation to the Metric Travelling Salesman Problem (TSP), but I am wondering how we could prove that this is actually the case.