[step:Separate the origin from the convex hull when the balance fails]Assume $0 \notin C$. Since $X$ is finite-dimensional, so is $X^*$. The set $C$ is compact and convex. Convexity is part of the definition of convex hull. For compactness, first note that the map $t \mapsto \ell_t$ from $A$ to $X^*$ is continuous, and set $d := \dim X^*$. We use the following elementary finite-dimensional reduction. If a convex combination uses more than $d+1$ points of $X^*$, then those points are affinely dependent; subtracting a suitable multiple of the affine dependence removes at least one coefficient while preserving the represented point and keeping all coefficients nonnegative. More explicitly, choose a nonzero affine dependence among the points, and take the largest nonnegative multiple for which every adjusted coefficient remains nonnegative; at least one coefficient then becomes zero, while the total coefficient sum and the represented point are unchanged. Repeating this reduction shows that every element of $C$ is a convex combination of at most $d+1$ elements of $\{\ell_t:t\in A\}$. Hence $C$ is the continuous image of the compact set $A^{d+1} \times \Delta_d$, where
\begin{align*}
\Delta_d := \{(\alpha_0,\dots,\alpha_d) \in [0,1]^{d+1} : \alpha_0+\cdots+\alpha_d=1\},
\end{align*}
under the map sending $(t_0,\dots,t_d,\alpha_0,\dots,\alpha_d)$ to $\sum_{i=0}^{d}\alpha_i\ell_{t_i}$. Therefore $C$ is compact.
We prove the finite-dimensional separation fact needed below, so no external separation theorem is being invoked.
[claim:Strict separation from a compact convex set]
Let $V$ be a finite-dimensional real [normed vector space](/page/Normed%20Vector%20Space), and let $D \subset V$ be nonempty, compact, and convex. If $0 \notin D$, then there exists a linear functional $\Lambda: V \to \mathbb{R}$ such that
\begin{align*}
\Lambda(y) > 0
\end{align*}
for every $y \in D$.
[/claim]
[proof]
Fix a Euclidean [inner product](/page/Inner%20Product) $\langle \cdot,\cdot\rangle$ on $V$, and let $|y|_0 := \sqrt{\langle y,y\rangle}$ denote its induced Euclidean norm. Since $V$ is finite-dimensional, this norm induces the same topology as the given norm on $V$. Since $D$ is compact and $0 \notin D$, the [continuous function](/page/Continuous%20Function) $y \mapsto |y|_0$ attains a positive minimum on $D$. Choose $y_0 \in D$ with
\begin{align*}
|y_0|_0 = \min_{y \in D}|y|_0 > 0.
\end{align*}
For every $y \in D$ and every $s \in [0,1]$, convexity gives
\begin{align*}
y_0+s(y-y_0) \in D.
\end{align*}
The function $\varphi_{y}: [0,1] \to \mathbb{R}$ defined by
\begin{align*}
\varphi_y(s) := |y_0+s(y-y_0)|_0^2
\end{align*}
has a minimum at $s=0$. Therefore its right derivative at $0$ is nonnegative:
\begin{align*}
2\langle y_0, y-y_0\rangle \geq 0.
\end{align*}
Hence
\begin{align*}
\langle y_0,y\rangle \geq |y_0|_0^2 > 0
\end{align*}
for every $y \in D$. Defining $\Lambda: V \to \mathbb{R}$ by
\begin{align*}
\Lambda(y) := \langle y_0,y\rangle
\end{align*}
gives the required linear functional.
[/proof]
Apply the claim with $V=X^*$ and $D=C$. We obtain a linear functional $\Lambda: X^* \to \mathbb{R}$ such that
\begin{align*}
\Lambda(\ell) > 0
\end{align*}
for every $\ell \in C$. We next realize $\Lambda$ as evaluation at an element of $X$ by writing out the finite-dimensional dual-basis argument. Choose a basis $x_1,\dots,x_r$ of $X$, and let $\varepsilon_1,\dots,\varepsilon_r$ be the [dual basis](/theorems/414) of $X^*$, so every $\ell \in X^*$ has the expansion $\ell=\sum_{i=1}^{r}\ell(x_i)\varepsilon_i$. Define
\begin{align*}
h := \sum_{i=1}^{r}\Lambda(\varepsilon_i)x_i \in X.
\end{align*}
Then, for every $\ell \in X^*$,
\begin{align*}
\ell(h)=\sum_{i=1}^{r}\Lambda(\varepsilon_i)\ell(x_i)=\Lambda\left(\sum_{i=1}^{r}\ell(x_i)\varepsilon_i\right)=\Lambda(\ell).
\end{align*} In particular,
\begin{align*}
\operatorname{sgn}(e(t))h(t)=\ell_t(h)>0
\end{align*}
for every $t \in A$.[/step]