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Tuesday, February 24, 2015

Epigraph

$ \newcommand{\epi}{\mathop{\mathrm{epi}}} $
The epigraph of a function f:RnR is the set of points lying on or above its graph:
epif={(x,μ):xRn,μR,μf(x)}Rn+1
Properties:

A function is convex if and only if its epigraph is a convex set.

A function is lower semicontinuous if and only if its epigraph is closed.

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