[proofplan]
We prove the two structural identities directly from the definition of the support function. Positive homogeneity follows by moving a non-negative scalar through the Euclidean inner product and then through the supremum; the case $\lambda = 0$ is handled separately. Subadditivity follows because each point $x \in K$ gives an upper bound for $\langle x,u+v\rangle$ in terms of the two separate support values, and taking the supremum preserves that upper bound.
[/proofplan]
[step:Move a non-negative scalar through the support supremum]
Fix $u \in \mathbb{R}^n$ and $\lambda \in [0,\infty)$. If $\lambda = 0$, then for every $x \in K$,
\begin{align*}
\langle x, \lambda u\rangle = \langle x,0\rangle = 0.
\end{align*}
Since $K$ is non-empty, the supremum of the constant set $\{0\}$ is $0$, hence
\begin{align*}
h_K(0) = 0 = 0 \cdot h_K(u).
\end{align*}
Now assume $\lambda > 0$. For every $x \in K$, bilinearity of the Euclidean inner product gives
\begin{align*}
\langle x,\lambda u\rangle = \lambda \langle x,u\rangle.
\end{align*}
Therefore
\begin{align*}
h_K(\lambda u)
&= \sup_{x \in K} \langle x,\lambda u\rangle \\
&= \sup_{x \in K} \lambda \langle x,u\rangle \\
&= \lambda \sup_{x \in K} \langle x,u\rangle \\
&= \lambda h_K(u).
\end{align*}
The third equality uses $\lambda > 0$: multiplication by a positive scalar preserves the order on $\mathbb{R}$ and sends least upper bounds to least upper bounds. Thus $h_K(\lambda u)=\lambda h_K(u)$ for every $\lambda \in [0,\infty)$.
[/step]
[step:Bound the support value at a sum by the sum of support values]
Fix $u,v \in \mathbb{R}^n$. For every $x \in K$, bilinearity of the Euclidean inner product gives
\begin{align*}
\langle x,u+v\rangle
= \langle x,u\rangle + \langle x,v\rangle.
\end{align*}
By the definition of $h_K(u)$ and $h_K(v)$ as suprema over the same set $K$, we have
\begin{align*}
\langle x,u\rangle \le h_K(u),
\qquad
\langle x,v\rangle \le h_K(v).
\end{align*}
Adding these two inequalities yields
\begin{align*}
\langle x,u+v\rangle \le h_K(u)+h_K(v)
\end{align*}
for every $x \in K$. Hence $h_K(u)+h_K(v)$ is an upper bound for the set
\begin{align*}
\{\langle x,u+v\rangle : x \in K\}.
\end{align*}
Taking the least upper bound of this set gives
\begin{align*}
h_K(u+v)
= \sup_{x \in K} \langle x,u+v\rangle
\le h_K(u)+h_K(v).
\end{align*}
Thus $h_K$ is subadditive.
[/step]
[step:Conclude both asserted properties]
The first step proves positive homogeneity:
\begin{align*}
h_K(\lambda u)=\lambda h_K(u)
\end{align*}
for every $u \in \mathbb{R}^n$ and every $\lambda \in [0,\infty)$. The second step proves subadditivity:
\begin{align*}
h_K(u+v)\le h_K(u)+h_K(v)
\end{align*}
for every $u,v \in \mathbb{R}^n$. These are exactly the two claimed properties of the support function $h_K$.
[/step]