Let $f$ be convex in $\mathbb{R}^n$. Fix $x_2,...,x_n$ and consider $g(x_1) = f(x_1,x_2,...,x_n)$. Is $g$ convex?
I think the problem should be straightfoward and tried to find to prove:
$g(\lambda x_1 + (1 - \lambda) x_1')$
$ = f(\lambda x_1 + (1 - \lambda)x_1', x_2,...,x_n)$
$ \leq \lambda f(x_1, x_2,...,x_n) + (1 - \lambda)f(x_1', x_2,...,x_n) $
$= \lambda g(x_1) + (1 - \lambda) g(x_1')$
and a counter example.
Thanks!