At an interior point of its convex domain, a convex function has a nonempty subdifferential; the subgradient comes from a supporting hyperplane of the epigraph.
In the setting of Convex Functions on : Standing Notation, let be convex, let be convex, and let (so , by Closure and Interior in a Metric Space: Containments, the Closure is Closed, the Interior is Open (i)).
Existence of a subgradient. The subdifferential is nonempty.
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