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Lower semicontinuity is equivalent to a closed epigraph and upper semicontinuity to a closed hypograph
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let , let , and let . The function is lower semicontinuous on if and only if is closed in . It is upper semicontinuous if and only if is closed there. The product and relative topologies are those of For the product topology on copies of the usual topology of is the metric topology of on , and hence also of and , so as a product and as a metric space are one space, Subspace topology: the traces of the open sets, its closed sets and its bases, the continuity of the inclusion, and the characteristic property of a map into a subspace.
Facts & Assumptions
Given: The function, domain, and countable choice in the Statement, with sequential closure in Euclidean metric spaces as in A point lies in the closure of iff some sequence in converges to it, and a set is closed iff it is sequentially closed and semicontinuity as in Upper and lower semicontinuity on subsets of .
The Axiom of Countable Choice supplies a choice function for every family of nonempty sets indexed by (The Axiom of Countable Choice ()).
Lower semicontinuity is equivalent to relative openness of every strict superlevel set and to relative closedness of every weak sublevel set (Semicontinuity on is characterized by strict open level sets and weak closed level sets).
The epigraph of is (The epigraph and hypograph of a real-valued function).
Under , a point belongs to the closure of a metric subspace exactly when a sequence from that subspace converges to it (A point lies in the closure of iff some sequence in converges to it, and a set is closed iff it is sequentially closed).
Proof
For the forward epigraph implication, assume lower semicontinuous and take outside [F1], so . Choose . By [L1], a relative neighbourhood of lies in ; its product with a short vertical interval below is an open neighbourhood of disjoint from the epigraph. Thus the epigraph complement is open.
For the reverse epigraph implication, suppose lower semicontinuity fails at . Then for some every relative ball about meets , so . By [A1] and [L2], choose with . The horizontal points lie in [F1] and converge to outside it, contrary to closedness. Hence the lower condition [L1] holds.
The reflection sends the hypograph of to the epigraph of . Applying steps 1.1 and 1.2 to and using the exchange between upper semicontinuity of and lower semicontinuity of proves the hypograph equivalence.
Depends on
- Upper and lower semicontinuity on subsets of $\mathbb R^n$
- The epigraph and hypograph of a real-valued function
- Semicontinuity on $\mathbb R^n$ is characterized by strict open level sets and weak closed level sets
- For $n \ge 1$ the product topology on $n$ copies of the usual topology of $\mathbb{R}$ is the metric topology of $d_\infty$ on $\mathbb{R}^n$, and hence also of $d_1$ and $d_2$, so $\mathbb{R}^n$ as a product and $\mathbb{R}^n$ as a metric space are one space
- A point lies in the closure of $A$ iff some sequence in $A$ converges to it, and a set is closed iff it is sequentially closed
- Subspace topology: the traces of the open sets, its closed sets and its bases, the continuity of the inclusion, and the characteristic property of a map into a subspace
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
Used by
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Sources
- D. Bertsekas, MIT 6.253 Convex Analysis and Optimization, Lectures 2 and 4 (standard reference, not scraped)
- S. Boyd and L. Vandenberghe, Convex Optimization, §3.1.7 (standard reference, not scraped)