Math 2.0

Convex and discrete geometry Definition

Epigraph

Builds on Cartesian productExtended real number line

Definition

Let XX be a set and let f ⁣:X→[−∞,+∞]f \colon X \to [-\infty, +\infty] be a function with values in the extended real line. The epigraph of ff is the subset of the Cartesian product X×ℝX \times \R given by epi⁡f={(x,r)∈X×ℝ:f(x)≤r}.\operatorname{epi} f = \set{(x, r) \in X \times \R : f(x) \le r}.

Remarks

Only real numbers rr are used, so points xx with f(x)=+∞f(x) = +\infty contribute nothing, and points with f(x)=−∞f(x) = -\infty contribute the whole line {x}×ℝ\set{x} \times \R. The strict epigraph uses f(x)<rf(x) < r instead. If XX is a real vector space, ff is convex if and only if epi⁡f\operatorname{epi} f is a convex set. If XX is a topological space, ff is lower semicontinuous if and only if epi⁡f\operatorname{epi} f is closed in X×ℝX \times \R. The function is recovered as f(x)=inf⁡{r∈ℝ:(x,r)∈epi⁡f}f(x) = \inf \set{r \in \R : (x, r) \in \operatorname{epi} f}, with inf⁡∅=+∞\inf \emptyset = +\infty.

Example: for f(x)=x2f(x) = x^2 on ℝ\R, the point (1,2)(1, 2) lies in epi⁡f\operatorname{epi} f, since f(1)=1≤2f(1) = 1 \le 2.

Non-example: the point (2,1)(2, 1) does not lie in epi⁡f\operatorname{epi} f, since f(2)=4>1f(2) = 4 > 1.

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  1. Cartesian product concept
  2. Extended real number line object
  3. Epigraph definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Epigraph_(mathematics)
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Kinddefinition
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MSC52A41, 26B25, 49J53
DefinesEpigraph
UsesCartesian product, Extended real number line

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