Given $||x||_\infty=\max_i x_i$, where $x\in \mathbb{C}^n$, I want to show $\{x|\ ||x||_\infty=1\}$ is compact.
My try:
1) This set is closed, because it contains its boundary point $[1,...,1]$.
2) This set is bounded, because $|x|\leq \sqrt{n}$.
Is my proof acceptable?
Given $x^{N}=(x_{N,1},...,x_{N,n})$ with $\|x^{N}\|_{\infty}=1$ and $x^{N}\rightarrow x=(x_{1},...,x_{n})$.
For $\epsilon>0$, choose an $n_{0}$ such that $\|x^{n_{0}}-x\|<\epsilon$, then $\|x\|\geq\|x^{n_{0}}\|-\|x^{n_{0}}-x\|=1-\epsilon$, and $\|x\|\leq\|x-x^{n_{0}}\|+\|x^{n_{0}}\|<\epsilon+1$, so $\|x\|=1$, this shows that the set is closed.
For boundedness, each $x$ with $\|x\|=1$ must satisfy $|x_{i}|\leq 1$ for each $i=1,...,n$, so $\|x\|_{2}^{2}=\displaystyle\sum_{i=1}^{n}|x_{i}|\leq n$, so $\|x\|_{2}\leq\sqrt{n}$, as what you have written.