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Jul 5, 2018 at 19:27 comment added Mateusz Kwaśnicki @MB2009: But this does not imply continuity of $\nabla F$. Anyway, apparently a smooth counterexample exists, as I attempt to explain in my answer. (The example discussed there is only $C^{1,1-\epsilon}$ for any $\epsilon > 0$, but you can modify it slightly to get $C^\infty$, if you like).
Jul 5, 2018 at 19:19 answer added Mateusz Kwaśnicki timeline score: 4
Jul 5, 2018 at 17:24 comment added user111097 @PiotrHajlasz Yes. Actually the statement on $\nabla F$ implies implicitly that $F$ is differentiable.
Jul 5, 2018 at 17:17 comment added Piotr Hajlasz A convex function need not be differentiable everywhere. If $x_n$ is a point where $F$ is not differentiable, then $x_{n+1}$ is not even defined. Do you assume that $F\in C^1$?
Jul 5, 2018 at 14:38 history asked user111097 CC BY-SA 4.0