[proofplan]
Fix a direction $u \in \mathbb{R}^n$. The defining observation is that the linear functional $z \mapsto \langle z,u\rangle$ splits additively on a Minkowski sum: $\langle x+y,u\rangle=\langle x,u\rangle+\langle y,u\rangle$. This gives the upper bound by taking suprema, and compactness gives maximizers in $K$ and $L$ that realize the reverse inequality. The parallel-body formula follows by applying the same identity to the closed Euclidean ball and computing its support function directly.
[/proofplan]
[step:Compare every value on $K+L$ with the two separate support functions]
Fix $u \in \mathbb{R}^n$. Define the restricted linear functional
\begin{align*}
\varphi_{u,K+L}: K+L &\to \mathbb{R} \\
z &\mapsto \langle z,u\rangle .
\end{align*}
Let $z \in K+L$. By the definition of $K+L$, there exist $x \in K$ and $y \in L$ such that $z=x+y$. Therefore,
\begin{align*}
\langle z,u\rangle
&=\langle x+y,u\rangle \\
&=\langle x,u\rangle+\langle y,u\rangle \\
&\leq h_K(u)+h_L(u).
\end{align*}
Taking the supremum over all $z \in K+L$ gives
\begin{align*}
h_{K+L}(u) \leq h_K(u)+h_L(u).
\end{align*}
[guided]
Fix a direction $u \in \mathbb{R}^n$. The support function measures the largest value of the linear functional in this direction, so we name that functional on the Minkowski sum:
\begin{align*}
\varphi_{u,K+L}: K+L &\to \mathbb{R} \\
z &\mapsto \langle z,u\rangle .
\end{align*}
Now take an arbitrary point $z \in K+L$. By the definition of the Minkowski sum, this means that $z$ has a decomposition $z=x+y$ for some $x \in K$ and $y \in L$. The Euclidean inner product is linear in its first argument, hence
\begin{align*}
\langle z,u\rangle
&=\langle x+y,u\rangle \\
&=\langle x,u\rangle+\langle y,u\rangle .
\end{align*}
The first term is bounded above by the supremum of the same functional over $K$, and the second term is bounded above by the supremum over $L$:
\begin{align*}
\langle x,u\rangle+\langle y,u\rangle
\leq h_K(u)+h_L(u).
\end{align*}
Since this inequality holds for every $z \in K+L$, taking the supremum over $K+L$ yields
\begin{align*}
h_{K+L}(u) \leq h_K(u)+h_L(u).
\end{align*}
[/guided]
[/step]
[step:Use compactness to choose maximizers that attain the reverse inequality]
Define the restricted linear functionals
\begin{align*}
\varphi_{u,K}: K &\to \mathbb{R} \\
x &\mapsto \langle x,u\rangle
\end{align*}
and
\begin{align*}
\varphi_{u,L}: L &\to \mathbb{R} \\
y &\mapsto \langle y,u\rangle .
\end{align*}
These functions are continuous, and $K$ and $L$ are compact and non-empty. Hence there exist points $x_u \in K$ and $y_u \in L$ such that
\begin{align*}
h_K(u)=\langle x_u,u\rangle,
\qquad
h_L(u)=\langle y_u,u\rangle .
\end{align*}
Since $x_u+y_u \in K+L$, we have
\begin{align*}
h_{K+L}(u)
&\geq \langle x_u+y_u,u\rangle \\
&=\langle x_u,u\rangle+\langle y_u,u\rangle \\
&=h_K(u)+h_L(u).
\end{align*}
Together with the previous inequality, this proves
\begin{align*}
h_{K+L}(u)=h_K(u)+h_L(u).
\end{align*}
[guided]
To prove the opposite inequality, we need actual points in $K$ and $L$ where the two suprema are attained. Define
\begin{align*}
\varphi_{u,K}: K &\to \mathbb{R} \\
x &\mapsto \langle x,u\rangle
\end{align*}
and
\begin{align*}
\varphi_{u,L}: L &\to \mathbb{R} \\
y &\mapsto \langle y,u\rangle .
\end{align*}
Both maps are continuous because they are restrictions of the linear functional $v \mapsto \langle v,u\rangle$ on $\mathbb{R}^n$. The sets $K$ and $L$ are compact and non-empty, so each continuous real-valued function attains its supremum on the corresponding set. Therefore there exist points $x_u \in K$ and $y_u \in L$ satisfying
\begin{align*}
h_K(u)=\langle x_u,u\rangle,
\qquad
h_L(u)=\langle y_u,u\rangle .
\end{align*}
The point $x_u+y_u$ belongs to $K+L$ by definition of Minkowski sum. Evaluating the support functional at this one admissible point gives a lower bound for the supremum:
\begin{align*}
h_{K+L}(u)
&\geq \langle x_u+y_u,u\rangle \\
&=\langle x_u,u\rangle+\langle y_u,u\rangle \\
&=h_K(u)+h_L(u).
\end{align*}
The first step gave the reverse inequality, so the two sides are equal:
\begin{align*}
h_{K+L}(u)=h_K(u)+h_L(u).
\end{align*}
[/guided]
[/step]
[step:Compute the support function of the closed Euclidean ball]
Let $\varepsilon \geq 0$, and define
\begin{align*}
B_\varepsilon := \overline{B}(0,\varepsilon)
= \{b \in \mathbb{R}^n : |b| \leq \varepsilon\}.
\end{align*}
For $u=0$, we have $h_{B_\varepsilon}(0)=0=\varepsilon |0|$. Suppose $u \neq 0$. For every $b \in B_\varepsilon$, the Euclidean [Cauchy-Schwarz inequality](/theorems/432) gives
\begin{align*}
\langle b,u\rangle \leq |b|\,|u| \leq \varepsilon |u|.
\end{align*}
Define
\begin{align*}
b_u := \varepsilon \frac{u}{|u|} \in \mathbb{R}^n .
\end{align*}
Then $|b_u|=\varepsilon$, so $b_u \in B_\varepsilon$, and
\begin{align*}
\langle b_u,u\rangle
= \left\langle \varepsilon \frac{u}{|u|},u\right\rangle
= \varepsilon |u|.
\end{align*}
Thus
\begin{align*}
h_{B_\varepsilon}(u)=\varepsilon |u|
\end{align*}
for every $u \in \mathbb{R}^n$.
[/step]
[step:Apply the Minkowski sum identity to the parallel body]
By definition,
\begin{align*}
K_\varepsilon = K+B_\varepsilon.
\end{align*}
The set $B_\varepsilon$ is non-empty, compact, and convex. Applying the identity already proved with $L=B_\varepsilon$ gives, for every $u \in \mathbb{R}^n$,
\begin{align*}
h_{K_\varepsilon}(u)
&=h_{K+B_\varepsilon}(u) \\
&=h_K(u)+h_{B_\varepsilon}(u) \\
&=h_K(u)+\varepsilon |u|.
\end{align*}
This proves the stated parallel-body formula.
[/step]