Let $f=f(x,y)\in C^1(\Omega)$ for some convex domain $\Omega\in\mathbb{R}^2$. Suppose $x\mapsto f(x,y)$ is convex $\forall y$ possible and $y\mapsto f(x,y)$ is also convex $\forall x$ possible. Is $f$ convex on $\Omega$?
I think it is not true, but cannot come up with proper counterexample.
