Consider $\mathbb{R}^m$ as a normed space w.r.t $\|X\|^2 := \langle X,X\rangle$, let $D\subset\mathbb{R}^m$ be a closed set and $s>0$.
Show that the set $$A :=\left\lbrace X\in\mathbb{R}^m : (\exists Z\in D)(\| Z-X\|=s)\right\rbrace $$ is closed.
Since $A\subset \mbox{cl} A$ is obvious, it suffices to show the converse. By letting $X\in\mbox{cl} A$, there exists a sequence $X^n\in A,n\in\mathbb{N}$ s.t $X^n\xrightarrow[n\to\infty]{}X$, where for every $n\in\mathbb{N}$ one has $Z^n\in D$ with $\|Z^n-X^n \|=s$. We need a $Z\in D$ with $\|Z-X \|=s$.
Assuming first that $D$ is bounded, we have a convergent sub-sequence $(Z^{k_n})_{n\in\mathbb{N}}, k_n\in\mathbb{N}$. Since $D$ is closed $Z :=\lim\limits_{n\to\infty}Z^{k_n}\in D$ and for every $n\in\mathbb{N}$ one has $\|Z^{k_n}-X^{k_n} \|=s$. Since $(X^n)_{n\in\mathbb{N}}$ itself is convergent, its any sub-sequence converges to the same limit, therefore (?) $\|Z-X \|=s$ and we'd be done.
$$\|Z-X \| = \|\lim_{n\to\infty}(Z^{k_n}-X^{k_n}) \| = \lim_{n\to\infty }\|Z^{k_n}-X^{k_n} \| = \lim_{n\to\infty} s = s $$
What happens, when $D$ is unbounded proper closed subset of $\mathbb{R}^m$? [If $D=\mathbb{R}^m$, then $E=\mathbb{R}^m$ also, so $E$ is closed].
Alternatively, we could attempt showing $\mathbb{R}^m\setminus A =: B=\left\lbrace X\in\mathbb{R}^m: (\forall Z\in D)(\|Z-X\|>s\quad\mbox{or}\quad \|Z-X \|0$
$$B(X, \varepsilon)\cap B\neq\emptyset\quad\mbox{and}\quad B(X,\varepsilon)\cap A\neq\emptyset $$
No brilliant ideas, does anyone have any hints?