In a Banach space, the closed convex hull of a compact set is compact in the norm topology. Given , choose a finite -net for . Every convex combination of points of is within in norm of , by replacing its terms by their approximating . This finite-dimensional compact convex set has a finite -net, giving a finite -net for . Its closure is therefore totally bounded and complete, hence compact. Completeness of the ambient space is used at this last step.
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