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Let $C$ be the set of functions $f:\mathbb{R}^n \to \mathbb{R}$ such that $x\mapsto f(x)$ and $x\mapsto \lVert x \rVert^2 - f(x)$ are both convex.

If $f$ belongs to $C$, then $f$ plus any affine function also does. What are the extreme points of $C$ modulo affine functions?

If $K$ is a convex domain of $\mathbb{R}^n$, the squared distance function to $K$ seems to be an extreme point, as well as $\lVert x \rVert^2$ minus that squared distance function. Are there any other extreme points?

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  • $\begingroup$ The set has no extreme points. Given any $f \in C$ and any nontrivial linear function $\ell$, both $f + \ell$ and $f-\ell$ are in $C$. $\endgroup$
    – Alf
    Commented Aug 16 at 17:25
  • $\begingroup$ right, let me fix this $\endgroup$
    – alesia
    Commented Aug 16 at 17:25

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