I have an intuition about convex, closed, bounded sets but I can't really find a way to prove whether it's right or wrong.
Let $\Sigma$ be a convex set, that means, that given any $A,B \in \Sigma$, and $\lambda \in [0,1]$, $C = \lambda A + (1 - \lambda) B \in \Sigma$. This set $\Sigma$ is closed and bounded under some metric $\| \|$. I'd like to prove that, the set $G = \{ A \in \Sigma: \nexists B,C \in \Sigma \text{ and } \lambda \in (0,1) \text{ s.t. } A = \lambda B + (1-\lambda) C \} \neq \emptyset $.
In plain words, that there exists elements that cannot be expressed as a convex combination of other elements in $\Sigma$.
My intuition comes from polygons where it's easy to see that their vertices can't be expressed as convex combinations of other points within the polygon.