Let $V$ be a separable Banach space with $\{x_1, x_2, \ldots\}$ as its countable dense subset and $K\subset V$ be a closed, convex set. We define $$V_n = \text{span}\{x_1, x_2, \ldots, x_n\}, \quad \forall n\ge 1.$$
It is easy to prove that $\displaystyle \bigcup_{n=1}^\infty V_n$ is dense in $V$.
How can we construct the sets $K_n$ such that $$K_n\subset V_n, K_n \text{ is convex and } \bigcup_{n=1}^\infty K_n \text{ is dense in } K?$$
Thank you very much.
Have you tried answering your questions? The first one is obvious because each x_n is in the union. For the second, take K_n to be the set of those points of K intersected with V_n whose norms do not exceed n.