 Schauder approximation lemma

Let $K$ be a nonempty compact convex set in a Banach space and $T:K\to K$ a continuous map. For every $\epsilon >0$, there is a finite-dimensional linear subspace $L_{\epsilon }$ and a continuous map $T_{\epsilon }:K\to K\cap L_{\epsilon }$ that approximates $T$ uniformly to within $\epsilon$ in norm.

Choose $y_1,\dots ,y_N\in T(K)$ whose open radius-$\epsilon$ balls cover the compact image $T(K)$. Set $w_i(x)=\max \{0,\epsilon -\Vert Tx-y_i\Vert \}$ andThe denominator is positive. This convex combination belongs to $K\cap \mathrm{span}\{y_1,\dots ,y_N\}$ and depends continuously on $x$. Every contributing $y_i$ has distance less than $\epsilon$ from $Tx$, so the triangle inequality gives $\Vert T_{\epsilon }(x)-Tx\Vert <\epsilon$.