I'm trying to understand the first sentence in the proof of the Kakutani fixed point theorem here : https://mathweb.ucsd.edu/~nwallach/haarmeasure.pdf (page 2)
So let $K$ be compact in a locally convex topological vector space. I consider a set $\mathcal F$ of parts of $K$ such that every element of $\mathcal F$ is
- non empty
- compact
- convex
I suppose that $\mathcal F$ is totally ordered by the inclusion : if $A$ and $B$ belong to $\mathcal F$, then $A\subset B$ or $B\subset A$. (here I say $A\leq B$ when $B\subset A$ because I'm searching for a minimum, not a maximum)
Let $M=\bigcap_{A\in\mathcal{F}}A$.
I cannot prove that $M$ is non empty.
QUESTION: how to prove that $M$ is non empty ?
EDIT: full proof. Search for the label THOooWXQFooQrWcLY
Here is an answer using PhoemueX's comment.
Two preliminary results.
THEOREM (wikipedia) A space is compact if and only if every family of closed subsets having the finite intersection property has non-empty intersection.
LEMMA Every totally ordered finite subset of an ordered set has a minimum.
ANSWER TO THE QUESTION
The set $\mathcal{F}$ is totally ordered for the inclusion. So every finite part $\mathcal{F}_0$ has a minimum which is the intersection of every element of $\mathcal{F}_0$. Thus $\mathcal{F}$ has the finite intersection property.
Since $K$ is compact, and since the elements of $\mathcal{F}$ are closed (from compact), the intersection of $\mathcal{F}$ is non empty.