Added elementary facts about conve functions.
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Let $X$ be a topological space, $f: X \to (-\infty, \infty]$, and $g: X \to [-\infty, \infty)$, then $f$ is \textbf{lower semicontinuous} if for each $a \in \real$, $\bracs{f > \alpha}$ is open, and $g$ is \textbf{upper semicontinuous} if for each $a \in \real$, $\bracs{f < \alpha}$ is open.
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\end{definition}
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\begin{proposition}
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\label{proposition:lsc-epigraph}
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Let $X$ be a topological space, $f: X \to (-\infty, \infty]$, then $f$ is lower semicontinuous if and only if $\text{epi}(f)$ is closed.
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\end{proposition}
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\begin{proof}
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Suppose that $f$ is lower semicontinuous. Let $x \in X$ and $y \in (-\infty, \infty)$ with $y < f(x)$, and $\alpha \in (y, f(x))$, then $\bracs{f > \alpha} \in \cn^o_A(x)$, and hence $\bracs{f > \alpha} \times (-\infty, \alpha)$ is a neighbourhood of $(x, y)$ contained in the complement of $\text{epi}(f)$. Therefore $\text{epi}(f)$ is closed.
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Now suppose that $\text{epi}(f)$ is closed, then for each $\alpha \in (-\infty, \infty)$,
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\[
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\bracs{f \le \alpha} = \pi_1[\text{epi}(f) \cap A \times \bracs{\alpha}]
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\]
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which is closed. Therefore $f$ is lower semicontinuous.
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\end{proof}
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\begin{proposition}[{{\cite[Proposition 7.11]{Folland}}}]
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\label{proposition:semicontinuous-properties}
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Let $X$ be a topological space, then
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