The main result of this paper is
that a compact convex set with a basis of neighborhoods (not necessarily open) at
each point which are convex can be embedded in a locally convex separated
topological vector space. An analogous result is proved for locally compact cones.
Along the way it is shown that any compact convex set can be embedded as a
base of a locally compact cone in a separated topological vector space, and
that the various notions of local convexity coincide in a compact convex
set.