Closed convex function
From Wikipedia, the free encyclopedia
In mathematics, a convex function is called closed if its epigraph is a closed set.
[edit] Properties
A closed convex function f is the pointwise supremum of the collection of all affine functions h such that h≤f.
[edit] References
- Rockafellar, Ralph Tyrell, Convex Analysis, Princeton University Press (1996). ISBN 0-691-01586-4
