 Milman's converse to the Krein-Milman theorem

If a compact convex set is the closed convex hull of a subset $S$, every extreme point lies in the closure of $S$. A neighborhood avoiding $S$ around a putative missing extreme point gives finitely many closed convex caps covering $S$ and excluding that point. The convex hull of a finite union of compact convex sets is compact: group the terms by their set and use the simplex parametrization. The point must lie in that hull, contrary to extremality. The closures are in the given Hausdorff locally convex topology.