A criterion for checking if a convex set belongs to the union of a finite number of convex sets

A necessary and sufficient condition for the inclusion of a convex compact set in the union of a finite number of convex sets is proved. This condition obtained using the convex analysis techniques is a condition on the maximin of a given function. Using the dynamic programming, checking this condition is reduced to evaluating a set of functions and checking a condition for their values. The reduced form of the criterion is more convenient from the computational point of view.