I am proving the closest point property of a subset of a Hilbert space $H$: given $h\in H$ and a closed, nonempty and convex subset $M\subset H$, consider $$d=\inf_{m\in M} \|m-h\|$$ I am trying to show the existence of a sequence $m_{n}\subset M$ such that $\lim_{n\to\infty}\|m_{n}-h\| \to d$.
I'll have no problem doing it, as long as I can prove the existence of a finite infimum. I have read some papers where they say that the infimum exists and is finite, if $M$ is nonempty but they don't say why. Can anyone help me?