I'm trying to assess the following conjecture:
$\textbf{Conjecture}.$ Suppose that $A$ is a non-empty convex subset of $\mathbb{R}^N$ and that $x$ is not in the closure of $A$. Then there is a point $a' \in A$ such that $\forall a \in A, \, ||x - a|| > || a' - a ||.$
I am familiar with results that yield this if we assume that $A$ is closed (closest point theorem, strongly separating hyperplane theorem), but I do not want to assume that $A$ is closed.
Edit: What I have in mind here is that if $A$ is closed, then there is some point $a'$ that is closest to $x$, and the perpendicular bisector of $a'x$ strongly separates $x$ and $A$, showing that $a'$ is closer to any point in $A$ than $x$ is. I'm trying to see if the conjecture holds without assuming $A$ is closed.

EDIT: I just realized that I misread the question, but I'll leave this here - maybe it helps anyway.
Since you referenced the closest point theorem, I thought you actually wanted to prove the following:
Suppose that $A$ is a non-empty convex subset of $\mathbb{R}^N$ and that $x$ is not in the closure of $A$. Then there is a point $a' \in A$ such that $\|x - a'\| \le \| x - a \|$ for all $a \in A$.
This statement is wrong. Take $A=\{(x,y)\in \Bbb R^2 : x^2+y^2\le 1\}\setminus \{(0,1)\}$ and $x=(0,2)$.