Riesz's lemma:
Let $Y$ and $Z$ be subspaces of a normed space $X$ and suppose $Y\neq Z$. Then for every $\theta\in (0,1)$ there is $z\in Z$ such that $\|z\|=1$ and $\|z-y\|\geq\theta$ for all $y$.
Using Riesz lemma prove that
A normed space is locally compact iff it is finite dimensional.
How to proceed ? Should I use the fact that
The unit ball is compact in a normed linear space iff the space is finite-dimensional.