Let the set $B \subset \mathbb{R}^n$ be convex, bounded and closed. We want to show that set $B$ is equal to convex hull of its boundary?
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By Krein-Milman, $$ B = \overline{\mathrm{conv}(\mathrm{ext}(B))} \subseteq \overline{\mathrm{conv}(\partial(B))} \subseteq \overline{\mathrm{conv}(B)} = \overline{B} = B . $$
Federico
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Yes, I know that the asked question is much simpler, I'm just being lazy – Federico Dec 05 '18 at 15:43