Take p∈/U and choose p−≪p≪p+ in a convex normal neighborhood. The diamond V=I+(p−)∩I−(p+) is a neighborhood of p. If x∈V∩U, then p−≪x and U=I−(U) imply p−∈U; then p−≪p and U=I+(U) imply p∈U, a contradiction. Thus V lies in the complement of U.
Hence U is nonempty, open, and closed. Since M is a connected space,