Geodesic
On the points of non-differentiability of convex functions
Commentationes Mathematicae Universitatis Carolinae, Tome 45 (2004) no. 4, pp. 727-734

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We characterize sets of non-differentiability points of convex functions on $\Bbb R^n$. This completes (in $\Bbb R^n$) the result by Zajíček [2] which gives a characterization of the magnitude of these sets.
Classification : 26B05, 26B25, 49J50, 49J52
Keywords: differentiability; convex functions 
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Pavlica, David. On the points of non-differentiability of convex functions. Commentationes Mathematicae Universitatis Carolinae, Tome 45 (2004) no. 4, pp. 727-734. http://geodesic.mathdoc.fr/item/CMUC_2004__45_4_a11/