TheoremBase

A Convex Function is Continuous near an Interior Point

Statement

Let nn, [n][n], R\mathbb{R}, Rn\mathbb{R}^{n}, the Euclidean norm ∥⋅∥\lVert\cdot\rVert, the Euclidean metric dEd_{E} and the closed balls BˉdE(x,s)\bar{B}_{d_{E}}(x,s) of Closed Ball in a Metric Space be as in A Convex Function is Lipschitz on a Ball around an Interior Point. Regard R\mathbb{R} as a metric space with the absolute-value metric dRd_{\mathbb{R}} of The Absolute Value Metric on the Real Line, so that dR(a,b)=∣a−b∣d_{\mathbb{R}}(a,b)=|a-b|.

Let C⊆RnC\subseteq\mathbb{R}^{n} be convex, let u:C→Ru:C\to\mathbb{R} be convex on CC, and let x0x_{0} be an interior point of CC in Rn\mathbb{R}^{n}, the topology on Rn\mathbb{R}^{n} being the one used in A Convex Function is Lipschitz on a Ball around an Interior Point.

Then there is ρ∈R\rho\in\mathbb{R} with 0<ρ0<\rho such that BˉdE(x0,ρ)⊆C\bar{B}_{d_{E}}(x_{0},\rho)\subseteq C and the restriction of uu to BˉdE(x0,ρ)\bar{B}_{d_{E}}(x_{0},\rho) is continuous on BˉdE(x0,ρ)\bar{B}_{d_{E}}(x_{0},\rho).

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