This paper explores the computability of the optimal point in convex problems with inequality constraints. It is shown that feasible sets, defined by computable convex functions, can yield non-computable optimal points for strictly convex and computable objective functions. Additionally, the optimal point of the Lagrangian dual problem associated with such convex constraints is also proven to be non-computable. Despite converging sequences of computable numbers towards the Lagrangian's optimal point, algorithmic control of the approximation error is shown to be impossible.