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Closed convex function
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{{Short description|Terms in Maths}} In [[mathematics]], a [[Function (mathematics)|function]] <math>f: \mathbb{R}^n \rightarrow \mathbb{R} </math> is said to be '''closed''' if for each <math> \alpha \in \mathbb{R}</math>, the [[level set|sublevel set]] <math> \{ x \in \mbox{dom} f \vert f(x) \leq \alpha \} </math> is a [[closed set]]. Equivalently, if the [[epigraph (mathematics)|epigraph]] defined by <math> \mbox{epi} f = \{ (x,t) \in \mathbb{R}^{n+1} \vert x \in \mbox{dom} f,\; f(x) \leq t\} </math> is closed, then the function <math> f </math> is closed. This definition is valid for any function, but most used for [[convex function]]s. A [[proper convex function]] is closed [[if and only if]] it is [[lower semi-continuous]].<ref>{{Cite book|title = Convex Optimization Theory|publisher = Athena Scientific|year = 2009|isbn = 978-1886529311|pages=10, 11 }}</ref> ==Properties== * If <math>f: \mathbb{R}^n \rightarrow \mathbb{R} </math> is a [[continuous function]] and <math>\mbox{dom} f </math> is closed, then <math> f</math> is closed. * If <math>f: \mathbb R^n \rightarrow \mathbb R </math> is a [[continuous function]] and <math>\mbox{dom} f </math> is open, then <math> f </math> is closed [[if and only if]] it converges to <math>\infty</math> along every sequence converging to a [[Boundary (topology)|boundary]] point of <math>\mbox{dom} f </math>.<ref>{{cite book|last1=Boyd|first1=Stephen|first2=Lieven|last2=Vandenberghe|title=Convex optimization|date=2004|publisher=Cambridge|location=New York|isbn=978-0521833783|pages=639β640|url=https://www.stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf}}</ref> * A closed proper convex function ''f'' is the pointwise [[supremum]] of the collection of all [[affine function]]s ''h'' such that ''h'' β€ ''f'' (called the affine minorants of ''f''). ==References== {{Reflist}} * {{cite book|author=Rockafellar, R. Tyrrell|author-link=Rockafellar, R. Tyrrell|title=Convex Analysis|publisher=Princeton University Press|location=Princeton, NJ|year=1997|orig-year=1970|isbn=978-0-691-01586-6}} {{Convex analysis and variational analysis}} [[Category:Convex analysis]] [[Category:Types of functions]] {{mathanalysis-stub}}
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