Let $f:\mathbb{R}^n\rightarrow \mathbb{R}$ be a smooth (continuously differentiable), convex function with a non-empty set of minimizers and $\{x^k\}$ be a sequence such that
(a) $\{x^k\}$ has an accumulation (a cluster) point, i.e., there is some $\bar x$ together with some infinite set $J\subset\mathbb{N}$ such that $x^k\overset{J}\rightarrow \bar x$.
(b) $\liminf_{k\rightarrow\infty} \left\|\nabla f(x^k)\right\|=0.$
Does it mean that $\{x^k\}$ has a stationary accumulation point, i.e. some $\bar x$ with $\nabla f(\bar x)=0?$
I know how to proceed when $\{x^k\}$ is bounded, but removing this assumption is not straightforward for me.
The proof for the bounded case is as follows: As $\liminf_{k\rightarrow\infty} \left\|\nabla f(x^k)\right\|=0,$ we find some infinite set (corresponding with a subsequence) $J$ such that $\left\|\nabla f(x^k)\right\|\overset{J}{\rightarrow}0.$ As $\{x^k\}$ is bounded, $\{x^k\}_{k\in J}$ is bounded as well, which gives us some $\bar x$ and some infinite set $I\subset J$ such that $x^k\overset{J}{\rightarrow}\bar x$. Using $\left\|\nabla f(x^k)\right\|\overset{J}{\rightarrow}0,$ $I\subset J$, $x^k\overset{J}{\rightarrow}\bar x$ together with the continuity of $\nabla f$ gives us the desired conclusion.
Thanks a lot for any help, comment, or discussion. The counterexample is also welcomed.
Let $f(x) = e^{-x}, \ x \in \mathbb{R}$ and $x_k = \cases{k, \ k\text{ odd} \\ 0, \ k \text{ even}}$.
Then the only accumulation point of $(x_k)$ is $0$. It is $f'(x) = -e^{-x}, \ x \in \mathbb{R}$, so $\liminf_{k \to \infty} |f'(x_k)| = \lim_{k \to \infty} e^{-k} = 0$. But $f'(0) = -1 \neq 0$, so $(x_k)$ has no stationary accumulation point.