If $ K $ is a compact subset of $\mathbb R^d$ and $y$ is a point of $\mathbb R^d$ which is not in $K$, then there is a closest point to $y$ in $K$. That is, there is an $x_0$ $\in$ $K$ s.t. $||x_0-y|| \le ||x-y||$ $\forall x\in K $ .
My attempt at figuring out solution. since $y \notin K$ this means that $y \notin$ $\bigcup O_\alpha$ and that $y$ is not contained in any finite subcover. I was thinking of using the complement of the union of the open cover and find a ball that contains $y$ and intersects the compact space $K$ at a point $x_0$.
I'm not sure if I'm missing something or if I should consider more? Hints and advice would be greatly appreciated.
Don't use the definition of compact. Use the fact that the function $f\colon K\longrightarrow\mathbb R$ defined by $f(k)=\|k-y\|$ must have a minimum, since it is continuous and $K$ is compact.