Closed Convex Function
In
mathematics
, a
convex function
is called
closed
if its
epigraph
is a
closed set
.
Properties
A closed convex function
f
is the pointwise
supremum
of the collection of all
affine functions
h
such that
h
≤
f
.
References
Rockafellar, Ralph Tyrell,
Convex Analysis
, Princeton University Press (1996). ISBN 0691015864
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