A converse of the Gale-Klee-Rockafellar theorem: Continuity of convex functions at the boundary of their domains
Résumé
Given x, a point of a convex subset C of a Euclidean space, the two following statements are proven to be equivalent: (i) every convex function f : C → R is upper semi-continuous at x, and (ii) C is polyhedral at x. In the particular setting of closed convex functions and F-sigma domains, we prove that every closed convex function f : C → R is continuous at x if and only if C is polyhedral at x. This provides a converse to the celebrated Gale - Klee - Rockafellar theorem.