I think the boundary of a convex set cannot be convex, since the segment between tow points on the boundary lies inside the convex set, so the boundary does not contain the segment?
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2What if every point of the set is a boundary point? – Xander Henderson Nov 29 '19 at 15:39
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1The boundary is a convex "curve" not "set" – Ahmad Bazzi Nov 29 '19 at 15:40
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@postmortes why a circle in $\mathbb{R}^2$ is convex? – Nov 29 '19 at 15:41
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@Cathy a circle in $\mathbb{R}^2$ is convex since any segment joining two points in the circle falls again in the circle. – Ahmad Bazzi Nov 29 '19 at 15:45
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2@AhmadBazzi Let |x-0| = 1 be a circle in R2, I think it's not convex, since (-1, 0) and -(1, 0) on the circle, and 0 in the line segment between (-1, 0) and (1, 0), but (0,0) not in the circle – Nov 29 '19 at 15:49
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@XanderHenderson Is there a example of such set? – Nov 29 '19 at 15:57
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2a line segment is a convex set in $\mathbb{R}^2$ and it is its own boundary. – achille hui Nov 29 '19 at 15:57
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@Cathy what is |x-0| = 1 ? Do you mean a circle centered at the origin and radius 1 ? – Ahmad Bazzi Nov 29 '19 at 15:58
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@achillehui Thanks. I get it. – Nov 29 '19 at 16:02
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@Cathy The example that achille hui gives is what I had in mind. – Xander Henderson Nov 29 '19 at 16:13
1 Answers
Take $C = [0,\infty) \subset \mathbb R$. This is a convex set whose boundary is $\{0\}$ which is convex.
In $\mathbb R^n$ any affine subspace $A$ of dimension $< n$ is convex and we have $A = bd(A)$. Moreover any affine halfspace $H$ is convex and $bd(H)$ is an affine hyperplane which is convex.
You see that the boundary of a convex set may very well be convex. Analyzing the above examples we see that that the case that $C$ is convex such that $C = bd(C)$ is a trivial case. So let us restrict to the case that $C$ has interior points. The halfspace example (including $C = [0,\infty) \subset \mathbb R$) shows that even then $bd(C)$ may be convex.
You do not say anything about $C$, but I guess you consider the case that $C$ is closed (in which case $bd(C) \subset C$). If not, observe that the closure of $C$ is also convex and has the same boundary as $C$. See Is closure of convex subset of $X$ is again a convex subset of $X$?
Here is a positive result:
If $C$ is compact with non-empty interior, then $bd(C)$ is not convex.
To see this, let $x \in C$ an interior point. Consider any line $L$ through $x$. Since $L$ is convex and closed, the set $D = L \cap C$ is convex and compact. Thus $D$ is a line segment. Its two boundary points are contained in $bd(C)$, but the "open interval" between the boundary points is not contained in $bd(C)$. Thus $bd(C)$ is not convex.

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