Closed convex function

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 hf.

References

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