Closed convex function
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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, R. Tyrell, Convex Analysis, Princeton University Press (1996). ISBN 0-691-01586-4
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