Convex Coradiant Sets with a Continuous Concave Cogauge

The paper studies convex coradiant sets and their cogauges. While the concave gauge of a convex coradiant set is superlinear but discontinuous and its Minkowski cogauge is (possibly) continuous but is not concave, we are interested in those convex coradiant sets which admit a continuous concave cogauge. These sets are characterized in primal terms using their outer kernel and in dual terms using their reverse polar set. It is shown that a continuous concave cogauge, if it exists, is not unique; we prove that the class of continuous concave cogauges of some set C admits a greatest element and characterize its support set as the intersection of the reverse polar of C and the polar of its outer kernel.