How to prove compactness of matrix convex sets? I am reading a paper - "the Krein Milman theorem in Operator Convexity"; and the third section there deals with compact matrix convex sets. The first example there states that the matrix interval $[a\mathbb{I},b\mathbb{I}]$ is a compact matrix convex set in $\mathbb{C}$, the complex space. But proving this specifically is troubling me. For example how do I prove that $[aI_2, bI_2]$ is compact in $\mathbb{M}_2(\mathbb{C})$? It will suffice only to provide a hint or a reference to a theorem. 
The link to the paper is 
http://www.jstor.org/stable/10.2307/117899

For compactness: topologically, you can see $M_2(\mathbb{C})$ as $\mathbb{C}^4$. This means that convergence in the operator norm in $M_2(\mathbb{C})$ is simply convergence in coordinates, and it implies that Heine-Borel holds; so all you need to show is closedness. If you have a Cauchy sequence in $[a\mathbb{I},b\mathbb{I}]$, a limit matrix will exist because in each entry you  will have a Cauchy sequence of complex numbers. Moreover, since the characteristic polynomial's entries depend continuously on the entries of the matrix, the characteristic polynomial of the limit will be limit of the characteristic polynomials of the sequence, which shows that the limit will again be in $[a\mathbb{I},b\mathbb{I}]$. So the interval is compact.
Convexity: the interval $[a\mathbb{I},b\mathbb{I}]$ can be characterized as those hermitian matrices $A$ such that 
$$
a\,x^Tx\leq x^TAx\leq b\,x^Tx,\ \ x\in\mathbb{C}^2.
$$
So, if $A,B\in[a\mathbb{I},b\mathbb{I}]$, $\gamma\in[0,1]$,
$$
a\,x^Tx=\gamma\,a\,x^Tx+(1-\gamma)a\,x^Tx\leq\gamma\,x^TAx+(1-\gamma)x^TBx=x^T(\gamma A+(1-\gamma)B)x ;
$$
similarly, we obtain
$$
x^T(\gamma A+(1-\gamma)B)x \leq b\,x^Tx.
$$
