bounding an infinate bounded convex set by polyhedra

From: Alex Tetenov (tetenov_at_gmail.com)
Date: 09/20/04 

Date: 19 Sep 2004 19:18:19 -0700

I'm looking for a good reference for following problem:
Suppose there's a bounded convex (uncountable) set of points in
$R^n_+$, is it always possible to approximate its convex hull with
arbitrary precision by a convex polyhedron. That is, as the number K
of vertices of the polyhedron increases to infinity, I'd like the sup
distance beween the faces of polyhedron and the convex hull of the set
to go to zero.

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