Definition: Let $A\subseteq\mathbb{R}$. An open cover for A is a $(\text{possibly infinite})$ colection of open sets $\left\lbrace O_{\lambda}:\lambda\in Λ \right\rbrace$ whose union contains the set A; that is, $A\subseteq \bigcup_{\lambda\in Λ}O_{\lambda}$. Given an open cover for A, a finite subcover is a finite sub collection of open sets from the original open cover whose union still manages to completely contain A.
Exercise asks me to prove it by contradiction but I couldn't follow the specified steps. I still got to this : Assume $ K\subset \mathbb{R} $ is closed and bounded and $\exists $ an open cover {${O_j: j\in I} $}such that it's impossible to extract a finite subcover for $K$ from my open cover . No finite subcover implies that for every candidate for a finite subcover there is some element of $ K$ that isn't contained. Form a sequence with some of these elements, $x_n$ . Because my set is compact, this sequence has a subsequence that converges to a limit $x$ in my set. Because $x$ is the limit of my sequence, it's excluded from every finite subcover but because it's in $K$, there is an open set $O_M$ from my open cover for $K$ that contains my $x$. You get far enough into the sequence such that the intersection of $O_M$ and the finite subcover candidate associated to $x_n$ isn't empty, you unite both sets and then you have a finite subcover (?). And there is your contradiction. Could I have a correction please?
The book is Understanding analysis, Stephen Abbott PS: I'm sorry I can't format my text the right way for the moment, I'll do it as soon as I'm able to.
One problem with this approach is that the union of $\{O_M\}$ with the finite subset $S$ that is associated with $x_n$ now covers the point $x_n$ but that does not imply that it covers all of $K$ as there may be much more of $K$ that is not covered by $S$ nor by $O_M.$ Another problem is the unwarranted claim that x is excluded from any finite sub-cover. This does not follow from the fact that x is the limit of "my sequence."
The def'n of compact is that $K$ is compact iff every open cover of K has a finite sub-cover. It is a theorem that a subset of the reals is compact iff it is closed and bounded.