Prove that a segment in a convex closed set covered by closed subsets can be divided in a way that consecutive points lie in the same closed set.
Suppose tat $D \subseteq \mathbb{R}^d$ is a convex and closed set such that $D = \cup_{i = 1}^n C_i$ with $C_i$ closed. I need to show that for a segment $[x,y] \subseteq D$ I can give a partition with points $t_i$ such that $t_i,t_{i+1}$lie in the same $C_j$ for all $i$ (so $t_1,t_2$ lie in $C_1$,$t_2,t_3$ lie in $C_j'$...)
My problem
With different ideas I can start with $x \in C_1$ and get a point at the frontier $Fr(C_1)$. The problem is now how to prove that points in the frontier must be shared with another $C_i$.
Another way would be to take the maximum of $\alpha^{-1}$ ($\alpha(t) = tx+(1-t)y$) in $C_1$ and realize that $\alpha(t_{\max}+ \frac 1 n)$ lies in another $C_i$ and take limits but potential each $n$ cou.d lie in a different $C_{i_n}$