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Semicontinuity on is characterized by strict open level sets and weak closed level sets
Statement
Let , let , and let .
- Upper semicontinuity is equivalent to relative openness of every strict sublevel set and to relative closedness of every weak superlevel set .
- Lower semicontinuity is equivalent to relative openness of every strict superlevel set and to relative closedness of every weak sublevel set.
Relative openness and closedness refer to the subspace topology on (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 metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement).
Facts & Assumptions
Given: The subset and function in the Statement, with Euclidean balls as in Open ball, closed ball and sphere in a metric space.
The function is upper semicontinuous at when for every there is such that for every ; the lower clause is its one-sided dual (Upper and lower semicontinuity on subsets of ).
Proof
For the upper-semicontinuous forward direction, if , apply [F1] with to obtain a relative ball inside . Conversely, if all strict sublevels are relatively open, the sublevel supplies the ball required by [F1].
Taking complements in converts the relatively open strict sublevels of step 1.1 into relatively closed weak superlevels and conversely. Thus both upper-semicontinuity characterisations hold in both directions.
Apply steps 1.1 and 2.1 to . The lower clause for is the upper clause for , strict superlevels of are strict sublevels of , and weak sublevels of are weak superlevels of . This gives both lower-semicontinuity equivalences in both directions.
Depends on
- Upper and lower semicontinuity on subsets of $\mathbb R^n$
- The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement
- 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
- Open ball, closed ball and sphere in a metric space
Used by
- A lower semicontinuous function on [0,1] with no maximum Counterexample
- Characteristic functions of open and closed sets are one-sided semicontinuous Example
- Lower semicontinuity is equivalent to a closed epigraph and upper semicontinuity to a closed hypograph Theorem
- Semicontinuous extreme value theorem on compact Euclidean sets Theorem
Dependency tree · two levels
15 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- D. Bertsekas, MIT 6.253 Convex Analysis and Optimization, Lectures 2 and 4 (standard reference, not scraped)