The epigraph of a function f:Rn→R is the set of points lying on or above its graph:
epif={(x,μ):x∈Rn,μ∈R,μ≥f(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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