Let $f: \mathbb R^n \rightarrow \mathbb R \cup \{-\infty,+\infty \}$ be a function. Let $epi f$ be the epigraph of $f$:
$$ epi(f)=\{(x,r)\in \mathbb R^n\times \mathbb R:f(x)\leq r \}. $$ Is it true that if $(x,r)\in conv (epi(f))$ and $s>r$, then $(x,s)\in conv(epi(f))$?
Thanks
Second attempt to your question in the post:
Let be $(x,r)\in conv(epi(f))$ and $s>r$. If $s\geq f(x)$ or $r\geq f(x)$ its obvious, so let be $r<s<f(x)$. Then $conv(epi(f))$ is convex by definition of the convex hull and so for all $\lambda \in (0,1)$ there is $\lambda (x,r)+(1-\lambda)(x,f(x)) \in conv(epi(f))$. For $\lambda = \frac{s-f(x)}{r-f(x)}$ one get $\lambda (x,r)+(1-\lambda)(x,f(x)) = (x,s)$.