First of all let me define what is the the complementary Hausdorff distance between two open sets, I denoted by $d^{H}$ the usual Hausdorff distance in $\mathbb{R}^n$.
Let $\Omega_1$ and $\Omega_2$ two open subsets of a (large) compact set $B \subset \mathbb{R}^n$, then their complementary Hausdorff distance is defined by : $$d_{H}(\Omega_1 , \Omega _2) := d^{H}(B \setminus \Omega_1 , B\setminus \Omega_2)$$
Let $\Omega_n$ be bounded open subsets of $\mathbb{R^n}$ such that $\Omega_n$ are convex and converge to a nonempty convex open set $\Omega$, in the sense of Hausdorff complementary metric.
I would like to prove that the closure of the sequence $\Omega_n$, denoted $\overline{\Omega_n}$, converges to $\overline{\Omega}$ in the usual Hausdorff metric.
In other words :
($\Omega_n \longrightarrow \Omega $ in the complementary Hausdorff metric )$\Longrightarrow( \overline{\Omega_n} \longrightarrow \overline{\Omega}$ in the usual Hausdorff metric ).
Assume that $B$ is a large closed ball containing all $\Omega_n$.
(1) Since $B-\Omega_n \rightarrow B-\Omega$, if $B(p,r)$ does not intersect $ B-\Omega$, then $B(p,r/2)$ does not intersect $B-\Omega_n$.
That is, $p\in \Omega$ implies $p\in \Omega_n $.
Blaschke's Theorem implies that if $ \overline{\Omega}_n $ has a limit $C$, then $p\in C$ so that $\Omega \subset C$.
(2) If $\overline{\Omega}=C$, then we are done.
If not, then there is a point $q\in C$ s.t. open ball $B(q,R)$ does not intersect $ \Omega$.
Since $\Omega$ is open, so it contains some open ball. Here from convexity of $C$, we have $$C\ \bigcap\ \overline{B(q,R/2)},$$ which contains some closed $\delta$-ball $B_1$.
If $S_n$ is $\varepsilon_n$-net for $B-\Omega_n$, then $$d_H(S_n,B-\Omega )\leq d_H(S_n,B-\Omega_n) + d_H(B-\Omega_n,B-\Omega)<\varepsilon_n+\epsilon_n <\delta$$
That is, there is $z_n\in S_n\ \cap\ B_1$.
Since $B_1$ is compact, then $z_n\rightarrow z\in B_1$. And $ z_n\in B-\Omega_n \rightarrow z\in B-\Omega$
It is a contradiction.