Let A be closed convex set and let C be the intersection of the closed unit ball (of the dual space) with the barrier cone of A.
If the support function of A is bounded on C, then C is closed since the support function is lower semicontinuous. Is the converse true? I don't have hopes that it is so in an infinite-dimensional space, but is it in R^n?
If not, what extra conditions on A ensure the boundedness of the support function on C?
Many thanks!