Bourbaki

Exercise 30, § 2

Topological Vector Spaces, II, p. 70

a) Give an example of a convex function that is defined over a compact convex subset K of R2\mathbf{R}^2, that is bounded and lower semi-continuous in K, but is not continuous at a point of the frontier of K (consider the gauge of a disc of which 0 is a frontier point). b) Deduce from a) an example of a convex function defined in an open half-plane D of R2\mathbf{R}^2, not bounded above in D and not tending to a limit at a frontier point of D. c) Deduce from a) an example of a convex lower semi-continuous function defined over a compact convex subset A of R2\mathbf{R}^2 but not bounded above in A. (Take for A the set of points (ξ,η)(\xi, \eta) such that ξ4≤η≤1\xi^4 \leq \eta \leq 1 in R2\mathbf{R}^2.)

Solution

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