Past exam of the mathematics course of the University of Cambridge / 2023 / ii / Paper 4 / 22F / d

No. Take the Hilbert space $H={\ell }^2$ and its standard orthonormal sequence $(e_n)$. Letthe unit sphere. This set is norm closed but is not convex. By the Bessel inequality, for every $y=(y_j)\in {\ell }^2$,so $e_n\rightharpoonup 0$; equivalently, this is a weakly null orthonormal sequence. Every $e_n$ lies in $C$, but the weak limit $0$ does not. Hence convexity is essential.