I've been reading Barvinok's A Course in Convexity and I come across with the following problem that I don't know how to tackle. I would like to take advice for how to start.
Let $A\subset\mathbb{R}^d$ be a closed convex set. Prove that each extreme point of $A$ is a limit of exposed points of $A$.
For context, given $K\subset\mathbb{R}^d$ a closed and convex set, we say that $F\subset K$ is a face of $K$ if there exists an affine hyperplane $H$ which isolates $K$ and such that $F=K\cap H$. If $F$ is a point, we say that that point is an exposed point.
Let $A\subset\mathbb{R}^d$ be a convex set. We say that $a\in A$ is an extreme point of $A$ if for each point $b,c\in A$ such that $a=\frac{b+c}{2}$, one must have $b=c=a$.
I don't have any major idea, I've tried to argument by contradiction, saying: Let $x\in A$ be an extreme point.
If $x$ is already an exposed point, it is done.
If $x$ is not an exposed point and it is not the limit of a sequence of them, then there must be an $\varepsilon>0$ such that $B(x,\varepsilon)$ does not contain any exposed point. I have not been able to "milk" this statement.
Any help would be appreciated!