Consider a set $X = \{x_i \in \mathbb{R}^n\}$ and denote its convex hull $$ C \equiv \bigg\{ \sum_i \lambda_i x_i : \lambda_i \geq 0 \text{ for all } i \text{ and } \sum_i \lambda_i = 1 \bigg\}. $$
I would like to show that for any $c \in C$, there exists no $c' \in \mathbb{R}^n$ such that for all $x_i \in X$ $$ \|x_i-c'\|_\infty < \|x_i-c\|_\infty. $$ In other words, there is no point $c'$ that is simultaneously closer to all the points in $X$ than $c$. Alternatively, if you were to move $c$ closer to some $x_i$, you would automatically move away from another $x_{j}$. Distance is measured using the max-norm, but this probably also holds using other norms.
For instance, in case $X = \{x_1, x_2\}$, I can show for any $c \in C$ that the total distance to $x_1$ and $x_2$ is constant independently of the norm. Namely, \begin{align} \|x_1-c\| + \|x_2-c\| &= \| x_1 - (\lambda_1 x_1 + \lambda_2 x_2)\| + \|x_2 - (\lambda_1 x_1 + \lambda_2 x_2)\| \\ &= \|(1-\lambda_1) x_1 - \lambda_2 x_2\| + \|(1-\lambda_2) x_2 - \lambda_1 x_1\| \\ &= \|\lambda_2 ( x_1 - x_2 ) \| + \|\lambda_1 ( x_2 - x_1 ) \| \\ &= (\lambda_1 + \lambda_2) \|x_1 - x_2\| \\ &= \|x_1 - x_2\| \\ &= \text{constant}. \end{align} As a result, for any other $c' \in C$ \begin{align} \|x_1 - c'\| < \|x_1 - c\| \implies \|x_2 - c'\| > \|x_2 - c\| , \end{align} or \begin{align} \|x_2 - c'\| < \|x_2 - c\| \implies \|x_1 - c'\| > \|x_1 - c\| . \end{align} On the other hand, if $c' \notin C$, the triangle inequality quickly yields a similar result.
This idea does not solve my problem unfortunately as the total distance $\sum_i \|x_i-c\|$ is not constant when there are more than two points in $X$. For instance, consider in $\mathbb{R^2}$ the points $x_1 = (0,0)$, $x_2 = (1,0)$ and $x_3 = (0,1)$, and choose $c=x_1$ and $c'=x_2$.
Would anyone know a way to tackle this problem? It sounds so simple that there must already have been someone else who either proved it or found a counter-example.
It appears that this is false, here is a counterexample.
Let $x_1=(2,-1,-1)$, $x_2=(-1,2,-1)$ and $x_3=(-1,-1,2)$. The convex hull of these points contains the origin. The origin has $\infty$-distance 2 to all these points. However, the point $c'=(0.5,0.5,0.5)$, has $\infty$-distance 1.5 to all these points. Hence, for all $x_i\in X$, $$\|x_i-c'\|_\infty=1.5<2=\|x_i-0\|_\infty$$