This is the problem.
Let $A\subset\mathbb R^n$. I want to show that $A$ is compact if and only if every nested sequence $\{A_n\}_{n=1}^\infty$ of relatively closed, non-empty subsets of $A$ has non-empty intersection.
I know how to prove "$\Rightarrow$" direction, using the fact that $A$ has the Bolzano-Weierstrass property, or more simply, using a theorem relating the compactness and the finite intersection property.
But I am not sure how to prove "$\Leftarrow$". I tried the following. I assume that $A$ is not compact, so $A$ does not have the Bolzano-Weierstrass proprty. So there is an infinite subset $B$ which does not have a limit point in $A$. So there exists a collection of open sets $\{O_x\}_{x\in B}$ such that
$$O_x\cap B=\{x\}$$
for all $x\in B$. Then one can find a countable subset $\{x_i\}_{i=1}^\infty\subset B$, and the corresponding collection of open sets $\{O_i\}_{i=1}^\infty$ with $O_i\cap B=\{x_i\}$. Further more, one constructs a sequence of relatively closed, non-empty subsets
$$A_n=A-\cup_{i=1}^nO_i$$.
$\{A_n\}_{n=1}^\infty$ is a nested sequence. So $\cap_{n=1}^\infty A_n\ne\emptyset$. But
$$\cap_{n=1}^\infty A_n=\cap_{n=1}^\infty(A-\cup_{i=1}^nO_i)=A-\cup_{n=1}^\infty O_n$$
which is surely non-empty, in general, since $\{x_i\}_{i=1}^\infty$ is generally a proper subset of $B$.
I cannot find any contradiction. Please help me out!
After searching online, I found out that it may be useful to use the property of being sequentially compact, etc.. But I am reading Fred H. Croom's Principles of Topology, which does not discuss it. Please use some different methods.
You've successfully found a countable collection of points $\{x_i\}\subset B \subset A$ such that $\{x_i\}$ has no limit points in $A$.
Now let $C_j = \{x_i\}_{i = j}^\infty$.