For a convex compact set $K\subset \mathbb{R}^n$ let us denote by $h_K$ its supporting functional $$h_K(\xi):=\sup_{x\in K}<\xi,x>.$$ Thus $h_K\colon \mathbb{R}^n\to \mathbb{R}$ is a convex function.

Let $A,B\subset \mathbb{R}^n$ be two convex compact sets. It is well known (and easy to see) that if the union $A\cup B$ is convex then $\min\{h_A,h_B\}$ is convex (in fact in this case $\min\{h_A,h_B\}=h_{A\cap B}$).

Is the converse true? Namely assume that $\min\{h_A,h_B\}$ is convex. Does it follow that $A\cup B$ is convex?