After doing some reading on the V-representation of a convex polytope (finite set of extreme points, also the convex hull?), it's often simply stated that the convex hull is compact. Can anyone show or explain how the proof would go?
Can you write the finite number of points as a convex combination and go from there?
Let $V = \{ v_k \}_{k=1}^p$ and suppose $C = \operatorname{co} V$.
Let $\Sigma = \{ \lambda \in [0,1]^p | \sum_l \lambda_k = 1 \}$. We see that $\Sigma$ is compact (closed & bounded). Define $f: \mathbb{R}^p \to \mathbb{R}^p$ by $f(\lambda) = \sum_k \lambda_k v_k$. It is easy to see that $f$ is continuous, and so $f(\Sigma) = C$ is compact.
Another approach is to use Carathéodory's theorem, and let $\Sigma = \{ \lambda \in [0,1]^{n+1} | \sum_l \lambda_k = 1 \}$, where $n$ is the dimension of the ambient space. Then define $\phi:\Sigma \times (\mathbb{R}^n)^{n+1} \to \mathbb{R}^n$ by $\phi(\lambda, v_1,...,v_{n+1}) = \sum_{k=1}^{n+1} \lambda_k v_k$ and note that $\phi$ is continuous. Then note that $\Sigma \times (V)^{n+1}$ is compact, and so $C = \phi(\Sigma \times (V)^{n+1})$ is compact too.
The advantage of the latter approach is that it shows that for any compact $V$ (not just a finite set of points), the set $\operatorname{co} V$ is compact.
