Convex Real Function is Continuous

Theorem
Let $f$ be a real function which is convex on the open interval $\openint a b$.

Then $f$ is continuous on $\openint a b$.

Proof
From Convex Real Function is Left-Hand and Right-Hand Differentiable, we have:
 * $\ds \lim_{h \mathop \to 0^-} \map f {x + h} - \map f x = \paren {\lim_{h \mathop \to 0^-} \frac {\map f {x + h} - \map f x} h} \paren {\lim_{h \mathop \to 0^-} h} = 0$

and similarly:
 * $\ds \lim_{h \mathop \to 0^+} \map f {x + h} - \map f x = \paren {\lim_{h \mathop \to 0^+} \frac {\map f {x + h} - \map f x} h} \paren {\lim_{h \mathop \to 0^+} h} = 0$

Also see

 * Concave Real Function is Continuous