Convex analysis 2026-10-05
Convex analysis studies convex sets and convex functions, including epigraphs, convex conjugates and subdifferentials.
Epigraph 2026-10-05
The epigraph is . It is a convex set exactly when is a convex function, and is a sequentially closed set in the product topology exactly when is sequentially lower semicontinuous.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 326 1 1 2 c Solution Created 2026-10-03 Updated 2026-10-05
The epigraph isAssume is -sequentially lower semicontinuous. If lies in the epigraph and converges to in the product topology, thenThe limit remains in the epigraph, so it is a sequentially closed set.
Conversely, suppose the epigraph is a sequentially closed set and sequential lower semicontinuity fails along . Choose a finite real number with . There is a subsequence along which . Thus lies in the epigraph and converges to , which does not lie there. This contradiction provesThis is a sequential statement; identifying it with ordinary closedness requires an appropriate assumption on the topology.