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Jun 10 at 18:25 answer added user529441 timeline score: 1
Apr 27, 2022 at 9:25 vote accept iolo
Apr 1, 2022 at 10:58 comment added gerw I would like to add that some assumption on $X$ is necessary. Indeed, if we consider an infinite-dimensional Hilbert space $H$ equipped with its weak topology, then $f = \|\cdot\|$ is convex, lower semicontinuous but not continuous.
Apr 1, 2022 at 10:34 comment added Christian Clason (Shameless plug: Section 3.3 in arxiv.org/abs/2001.00216)
Apr 1, 2022 at 9:16 comment added Christian Clason Yes. This is a standard result in convex analysis that can be found in most textbooks. Note that lower semicontinuity (which you assume explicitly) is an essential requirement in infinite dimensions; you also have to assume that you are in the interior of the effective domain (which you assume implicitly since your $f$ is real-valued and cannot attain the value $+\infty$).
Apr 1, 2022 at 9:04 history edited YCor CC BY-SA 4.0
fixed typo
Apr 1, 2022 at 7:19 answer added iolo timeline score: 3
Mar 31, 2022 at 16:05 comment added iolo Indeed, see e.g this question. Any counterexample should have to be in the infinite-dimensional setting.
Mar 31, 2022 at 15:58 comment added usul Hm, I think a convex function defined on all of $\mathbb{R}^2$ is already continuous...
Mar 31, 2022 at 15:56 comment added iolo I tried to find some and the closest I got was seminorms that are measurable with respect to some Gaussian measure. But these seem overly abstract and are usually not lower semicontinuous. Your example is not a contradiction, since it is not defined on all of $\mathbb{R}^2$.
Mar 31, 2022 at 15:42 comment added usul Did you look at examples of lower semicontinuous convex functions that are not continuous? [This answer]math.stackexchange.com/a/2487999/9759) seems to give one that is bounded below: $f(x,y) = x^2/y$ defined on the set $\{(x,y) : y \geq x^2\}$ where we define $f(0,0) = 0$.
Mar 31, 2022 at 14:43 history asked iolo CC BY-SA 4.0