$A \subseteq \Re^n$ convex and compact.
$f: A\rightarrow \Re$ continuous and differentiable.
There are numbers $a_{1},\dots,a_{n}$ and not all of them equal zero.
For all $x \in IntA$ it is true that: $ \sum_{i=1}^{n} a_{i} \frac{\partial f}{\partial x_{i}} \geq 0$
Prove that $f$ reaches its supremum and infinum on the edges of $A$
I do not have any ideas worth mentioning there.
Hint: Suppose $U$ is open, convex and bounded, $f:\overline U \to \mathbb R$ is continuous, and $f$ is differentiable on $U.$ Set $a = (a_1,\dots,a_n).$ Let $x_0 \in U.$ Show $t\to f(x_0 + ta)$ is increasing.