TheoremBase

Properties of the Lower Semicontinuous Envelope, by Duality

The lower semicontinuous envelope is the negative of the upper semicontinuous envelope of the negated function; from this it is dominated by the function, is lower semicontinuous, is the greatest lower semicontinuous minorant, is a fixed point exactly for lower semicontinuous functions, is monotone, and is approached along a sequence.

Statement

Let (M,d)(M,d) be a metric space, let S⊆MS\subseteq M be nonempty, let R\mathbb{R} be the ordered field of real numbers, regarded as a metric space through the metric dRd_{\mathbb{R}} of The Absolute Value Metric on the Real Numbers, and let N\mathbb{N} be the natural numbers.

Let u:S→Ru:S\to\mathbb{R} be bounded below near each point of SS, and let u∗u_{*} be its lower semicontinuous envelope; the sets Au(x)A_{u}(x) and Bu(x)B_{u}(x) are those of Upper and Lower Semicontinuous Envelopes of a Real-Valued Function. Let −u:S→R-u:S\to\mathbb{R} be the function whose value at y∈Sy\in S is the additive inverse of u(y)u(y).

Then the following hold.

1. (Duality) For every x∈Sx\in S and every c∈Rc\in\mathbb{R}, cc belongs to A−u(x)A_{-u}(x) if and only if −c-c belongs to Bu(x)B_{u}(x). Consequently −u-u is bounded above near each point of SS if and only if uu is bounded below near each point of SS, and in that case

(−u)∗(x)=−u∗(x)for every x∈S.(-u)^{*}(x)=-u_{*}(x)\qquad\text{for every }x\in S .

2. (Bounds) u∗(x)≤u(x)u_{*}(x)\le u(x) for every x∈Sx\in S.

3. (Lower semicontinuity) u∗u_{*} is lower semicontinuous on SS, and u∗u_{*} is itself bounded below near each point of SS.

4. (Greatest lower semicontinuous minorant) If v:S→Rv:S\to\mathbb{R} is lower semicontinuous on SS and v(y)≤u(y)v(y)\le u(y) for every y∈Sy\in S, then v(x)≤u∗(x)v(x)\le u_{*}(x) for every x∈Sx\in S.

5. (Fixed points) uu is lower semicontinuous on SS if and only if u∗(x)=u(x)u_{*}(x)=u(x) for every x∈Sx\in S.

6. (Approximation) For every x∈Sx\in S there is a sequence (xk)k∈N(x_{k})_{k\in\mathbb{N}} in SS which converges to xx in (M,d)(M,d) and for which (u(xk))k∈N(u(x_{k}))_{k\in\mathbb{N}} converges to u∗(x)u_{*}(x) in (R,dR)(\mathbb{R},d_{\mathbb{R}}).

7. (Monotonicity) If v:S→Rv:S\to\mathbb{R} is bounded below near each point of SS and u(y)≤v(y)u(y)\le v(y) for every y∈Sy\in S, then u∗(x)≤v∗(x)u_{*}(x)\le v_{*}(x) for every x∈Sx\in S.

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