I have been trying to understand why dual of a cone is closed, no matter the cone is closed or not. I know the proof is 'It is because dual cone is an intersection of closed halfspaces.'. I just do not understand how it is linked to the definition of the dual cone.
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Dua cone of $C$ is defined to be
$$C^*=\left\{ y \in X^*: \langle y,x\rangle \geq 0 , \forall x \in C \right\}$$
For each $x$, $\left\{y :\langle y,x \rangle \geq 0\right\}$ is a closed half space. Hence $C^*$ is an intersection of closed halfspaces.

Siong Thye Goh
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