Confusion related to a function used for optimization

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I have a function $f(x)$, such that at point $x'$, it attains its minimum value, but the gradient at this point $x'$ is not equal to $0$. On the other hand the function $f(x)$ has slightly higher value at point $x''$ but the gradient at this point is equal to $0$.

The function was supposed to be convex

What does this mean?