Let $X:= \mathbb R^n, Y:= \mathbb R \cup\{+\infty\}$, and $(u_k)$ with $u_k:X \to Y$ be a sequence of convex functions such that $u_k$ converges pointwise to $u:X \to Y$. The effective domain of $u$ is defined as $\operatorname{dom} u := \{x\in X \mid u(x) \in \mathbb R\}$. Assume that $\operatorname{int} (\operatorname{dom} u) \neq \emptyset$.
Then the author of this post said that
- I have proved that, for every compact subset $K$ of $\operatorname{dom} u$, the sequence $(u_k)$ is equi-bounded and equi-Lipschitz on $K$.
- I want to prove that $(u_k)$ converges uniformly on every compact subset of the effective domain of $u$.
First, we fix
- a compact subset $K$ of $\operatorname{dom} u$,
- a point $a \in K$,
- and $N \in \mathbb N^*$.
Assume $u_k(a) = +\infty$ for all $k \le N$. Then the sequence $(u_k)$ can not be equi-bounded and not equi-Lipschitz on $K$. However, the pointwise limit of $(u_k (a))_{k \in \mathbb N}$ is not effected by those $u_k$'s with $k \le N$. So I suspect the author's claim is not correct?
Could you please confirm if my understanding is correct?