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Epigraph

 
Wikipedia: Epigraph (mathematics)

In mathematics, the epigraph of a function f : RnR is the set of points lying on or above its graph:

\mbox{epi} f = \{ (x, \mu) \, : \, x \in \mathbb{R}^n,\, \mu \in \mathbb{R},\, \mu \ge f(x) \} \subseteq \mathbb{R}^{n+1},

and the strict epigraph of the function is:

\mbox{epi}_S f = \{ (x, \mu) \, : \, x \in \mathbb{R}^n,\, \mu \in \mathbb{R},\, \mu > f(x) \} \subseteq \mathbb{R}^{n+1},

The set is empty if f \equiv \infty .

Similarly, the set of points on or below the function is its hypograph.

When referring to relations, such as preference relations in economics, a similarly defined set is generally called an upper contour set.

Properties

A function is convex if and only if its epigraph is a convex set. The epigraph of a real affine function g : RnR is a halfspace in Rn+1.

A function is lower semicontinuous if and only if its epigraph is closed.

References

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

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Wikipedia. This article is licensed under the Creative Commons Attribution/Share-Alike License. It uses material from the Wikipedia article "Epigraph (mathematics)" Read more