Let $B$ be a closed nonempty convex subset of $\mathbb{R}^n$, let $\mathbf{a}_0 \in$ $\mathbb{R}^n$ and let $h(\mathbf{x})=\left\langle\mathbf{a}_0-\mathbf{b}_0, \mathbf{x}\right\rangle$, where $\mathbf{b}_0$ is the unique vector in $B$ that is closest to $\mathbf{a}_0$. Show that if $\mathbf{a}_0 \notin B$, then there exists a number $\delta>0$ such that $h\left(\mathbf{a}_0\right) \geq \delta+h(\mathbf{b})$ for every vector $\mathbf{b} \in B$.