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Hypograph (mathematics)

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Hypograph of a function

In mathematics, the hypograph or subgraph of a function f : R n R {\displaystyle f:\mathbb {R} ^{n}\rightarrow \mathbb {R} } is the set of points lying on or below its graph. A related definition is that of such a function's epigraph, which is the set of points on or above the function's graph.

The domain (rather than the codomain) of the function is not particularly important for this definition; it can be an arbitrary set instead of R n {\displaystyle \mathbb {R} ^{n}} .

Definition

The definition of the hypograph was inspired by that of the graph of a function, where the graph of f : X Y {\displaystyle f:X\to Y} is defined to be the set

graph f := { ( x , y ) X × Y   :   y = f ( x ) } . {\displaystyle \operatorname {graph} f:=\left\{(x,y)\in X\times Y~:~y=f(x)\right\}.}

The hypograph or subgraph of a function f : X [ , ] {\displaystyle f:X\to } valued in the extended real numbers [ , ] = R { ± } {\displaystyle =\mathbb {R} \cup \{\pm \infty \}} is the set

hyp f = { ( x , r ) X × R   :   r f ( x ) } = [ f 1 ( ) × R ] x f 1 ( R ) ( { x } × ( , f ( x ) ] ) . {\displaystyle {\begin{alignedat}{4}\operatorname {hyp} f&=\left\{(x,r)\in X\times \mathbb {R} ~:~r\leq f(x)\right\}\\&=\left\cup \bigcup _{x\in f^{-1}(\mathbb {R} )}(\{x\}\times (-\infty ,f(x)]).\end{alignedat}}}

Similarly, the set of points on or above the function is its epigraph. The strict hypograph is the hypograph with the graph removed:

hyp S f = { ( x , r ) X × R   :   r < f ( x ) } = hyp f graph f = x X ( { x } × ( , f ( x ) ) ) . {\displaystyle {\begin{alignedat}{4}\operatorname {hyp} _{S}f&=\left\{(x,r)\in X\times \mathbb {R} ~:~r<f(x)\right\}\\&=\operatorname {hyp} f\setminus \operatorname {graph} f\\&=\bigcup _{x\in X}(\{x\}\times (-\infty ,f(x))).\end{alignedat}}}

Despite the fact that f {\displaystyle f} might take one (or both) of ± {\displaystyle \pm \infty } as a value (in which case its graph would not be a subset of X × R {\displaystyle X\times \mathbb {R} } ), the hypograph of f {\displaystyle f} is nevertheless defined to be a subset of X × R {\displaystyle X\times \mathbb {R} } rather than of X × [ , ] . {\displaystyle X\times .}

Properties

The hypograph of a function f {\displaystyle f} is empty if and only if f {\displaystyle f} is identically equal to negative infinity.

A function is concave if and only if its hypograph is a convex set. The hypograph of a real affine function g : R n R {\displaystyle g:\mathbb {R} ^{n}\to \mathbb {R} } is a halfspace in R n + 1 . {\displaystyle \mathbb {R} ^{n+1}.}

A function is upper semicontinuous if and only if its hypograph is closed.

See also

Citations

  1. Charalambos D. Aliprantis; Kim C. Border (2007). Infinite Dimensional Analysis: A Hitchhiker's Guide (3rd ed.). Springer Science & Business Media. pp. 8–9. ISBN 978-3-540-32696-0.
  2. Rockafellar & Wets 2009, pp. 1–37.

References

Convex analysis and variational analysis
Basic concepts
Topics (list)
Maps
Main results (list)
Sets
Series
Duality
Applications and related
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