I can't prove this theorem. Could you help me? Thanks for your helps.
$A$ and $B$ are subsets of an $n$-dimensional Euclidean space. Prove that, if $A$ is compact and $B$ is closed, there exist $u$ in $A$ and $v$ in $B$ such that $\|u-v\|=\inf\{\|a-b\| \mid a \in A\text{ and }b \in B\}$.