If $K$ is a compact subset of $\mathbb{R}^d$, then $K$ contains a point of maximal norm.

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Just getting started with some basic topology so apologies if this seems elementary to all of the super smart math wizards about.

This makes sense to me intuitively but I am struggling to prove it. Here's what I have so far.

Theorem If $K$ is a compact subset of $\mathbb{R}^d$, then $K$ contains a point of maximal norm. That is, there is a point $a \in K$ such that $||x|| \leq ||a||$ for all $x \in K$.

Proof (so far) Since $K$ is compact, it is closed and bounded. Let $m = \sup \{||x|| : x \in K\}$. Then the set of open balls $B_{m - 1/n}(0)$ is an open cover of $K$.

Since $K$ is compact, there is a finite subcover of $K$ from the set of open balls $B_{m - 1/n}(0)$, i.e., there exists an $N$ such that when $n \geq N$,$B_{m - 1/n}(0)$ covers $K$.

My next thought was to then consider $ K_0 = B_{m - \frac{1}{N}}(0) - B_{m-\frac{1}{N-1}}(0)$. If it contains exactly one point of $K$, then that is the point of maximal norm $a \in K$ we're looking for.

Where I'm stuck is if $K_0$ contains more than one point of $K$. I figure I could let $m_0 = \sup \{||x|| : x \in K_0 \cap K\}$, which leads to the existence of an $N_0$ such that when $n \geq N_0$, $B_{m_0 - \frac{1}{n}}(0)$ covers $K_0$, but then I'm right back to the same issue of whether $K_0$ contains one or multiple points of $K$, so I don't think that's the right approach. It also just occurred to me that $m$ and $m_0$ are the same.

I'm sure I'm making this much more difficult than it needs to be. Any suggestions?

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Your idea works, up to some minor modifications. First, in order to get that $U_n := B_{m - \frac1n}(0)$ is an open cover for $K$, you have to assume for a contradiction that no such $a$ exists. Let's do that. Then for each $x \in K$, $\|x\| < m$ so that there exists an $n$ such that $x \in U_n$ so that the $U_n$ are an open cover.

Take a finite subcover $C = \{U_{n_1}, \dots, U_{n_k}\}$ . Suppose without loss of generality that $n_1 < \dots < n_k$ so that $K \subseteq U_{n_k} = B_{m-\frac{1}{n_k}}(0)$. But then for $x \in K$, $\|x\| < m - \frac{1}{n_k}$ which contradicts the definition of $m$.

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Try arguing by contradiction by supposing there is no such a and see if in that case there is still a finite subcover of that specific open cover. That is an easier way to show this result.

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By your definition of $m$ , let $\{x_n \} \subset K $ s.t $||x_n|| \to m$.

There is such $x_n$ s by the definition of supremum.

$K$ is compact so you can find $x_{n_k} \to x\in K$.

Not try to show that $||x|| = m$ and you are done.

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Your proof as commented on in the other answer, will work. Here is another way to do it: let $f:=\|\cdot \|:\mathbb R^d\to \mathbb R_{\ge 0}$ be a norm on $\mathbb R^d.$ An application of the triangle inequality shows that $f$ is continuous. Suppose that $f$ has no maximum on $K$. Then, $\{(-\infty,f(x))\}_{x\in K}$ is an open cover of $f(K)$. Since $f$ is continuous, $f(K)$ is compact, so there are integers $i=1,\cdots, n$ such that $\{(-\infty,f(x_i))\}^n_{i=1}$ covers $f(K).$ Without loss of generality, label the $f(x_i)$ so that they are in increasing order. Then, $f(x_n)\notin f(K),$ which is a contradiction.