This is "The Wall of Darkness" by Arthur C. Clarke, as previously discussed in this question.
A summary from Alex Kasman's Mathematical Fiction site:
In a universe consisting of one star and one planet, there is a mysterious impenetrable wall surrounding the entire planet in the deep freezing southlands. Two men, one with money, the other with building skills, engage in a long-term program to scale the wall and find out what's on the other side. The answer turns out to be mathematical. And rather upsetting.
