TITLE: Opening and closing convex sets
QUESTION [6 upvotes]: It seems true that, given $K \subseteq \mathbb{R}^n$ a convex set with $K^\circ \neq \emptyset$, then $\overline{K^{\circ}} = \overline{K}$ and $\left ( \overline{K} \right )^\circ = K^\circ$.
I am able to prove the first equality by making use of the "segment Lemma", which states that if $y \in K$ and $x \in K^\circ$, then $[x, y[ \subseteq K^\circ$ (here $[x, y[$ is the segment joining $x$ and $y$ without taking $y$).
However I have not found any correct proof of the second equality, and neither a counter-example has come to my mind.
Thanks all!

REPLY [2 votes]: Here is a more functional-analytic proof, which avoids the argument with simplexes:
assume by contradiction that there exists $x\in(\overline{K})^\circ\setminus K^\circ$. By Hahn-Banach theorem (applied to $K^\circ$ and $\{x\}$) and the fact that $(\mathbb{R}^n)^*=\mathbb{R}^n$, you can find $v\neq 0$ such that
$\langle v,K^\circ\rangle \le \langle v,x\rangle$. So
$$ \langle v,K^\circ\rangle + \epsilon|v|^2\le\langle v,x+\epsilon v\rangle. $$
But $x+\epsilon v\in\overline{K}$ if $\epsilon>0$ is small.
In particular you can find $x'\in K$ such that $|(x+\epsilon v)-x'|<\frac{\epsilon}{2}|v|$, which gives
$$ \langle v,K^\circ\rangle + \frac{\epsilon}{2}|v|^2\le\langle v,x'\rangle. $$
But by the "segment lemma", for any fixed $z\in K^\circ$, $[z,x')\subseteq K^\circ$, so $\langle v,[z,x')\rangle\le\langle v,x'\rangle-\frac{\epsilon}{2}|v|^2$ and by continuity $\langle v,x'\rangle\le\langle v,x'\rangle-\frac{\epsilon}{2}|v|^2$, contradiction.
We assumed $K^\circ\neq 0$, but you can always find an affine subspace containing $K$ where this happens and you can repeat the proof here.