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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, Ralph Tyrell, Convex Analysis, Princeton University Press (1996). ISBN 0-691-01586-4


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