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We present a weighted Riesz–Kolmogorov criterion for relatively compact sets in variable Lebesgue spaces $L^{p(\cdot)}(w)$. Using this criterion, we prove a multilinear extrapolation principle for compactness. More precisely, we show that if an $m$-linear operator is bounded on weighted variable Lebesgue spaces for all multilinear variable Muckenhoupt weights and compact for a single choice of exponents and weights, then it is compact for all admissible variable exponents and weights. As applications, we obtain new compactness results for commutators of multilinear $\omega$-Calderón–Zygmund operators, multilinear fractional integrals and multilinear Fourier multipliers. This talk is based on joint work with S. Kakaroumpas.