3.

7: Lower Semicontinuity and Upper Semicontinuity

The concept of semicontinuity is convenient for the study of maxima and minima of some discontinuous functions.

 Definition 3.7.1
Let f : D → R and let x̄ ∈ D . We say that f is lower semicontinuous (l.s.c.) at x̄ if for every ε >0 , there exists δ >0 such
that
f (x̄) − ε < f (x) for all x ∈ B(x̄; δ) ∩ D. (3.7.1)

Similarly, we say that f is upper semicontinuous (e.s.c.) at x̄ if for every ε > 0 , there exists δ > 0 such that
f (x) < f (x̄) + ε for all x ∈ B(x̄; δ) ∩ D. (3.7.2)

It is clear that f is continuous at x̄ if and only if f is lower semicontinuous and upper semicontinuous at this point.

Figure 3.6: Lower semicontinuity.

Figure 3.7: Upper semicontinuity.

 Theorem 3.7.1

Let f : D → R and let x̄ ∈ D be a limit point of D. Then f is lower semicontinuous at x̄ if and only if
lim inf f (x) ≥ f (x̄). (3.7.3)
x→x̄

Similarly, f is upper semicontinuous at x̄ if and only if

lim sup f (x) ≤ f (x̄). (3.7.4)

x→x̄

Proof
Suppose f is lower semiconitnuous at x̄ . Let ε > 0 . Then there exists δ 0 >0 such that
f (x̄) − ε < f (x) for all x ∈ B (x̄; δ0 ) ∩ D. (3.7.5)

This implies

f (x̄) − ε ≤ h (δ0 ) , (3.7.6)

where

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 h(δ) = inf f (x). (3.7.7)
x∈B0 ( x̄;δ)∩D

Thus,

lim inf f (x) = sup h(δ) ≥ h (δ0 ) ≥ f (x̄) − ε. (3.7.8)

x→x̄ δ>0

Since ε is arbitrary, we obtain lim inf x→x̄ f (x) ≥ f (x̄) .

We now prove the converse. Suppose
lim inf f (x) = sup h(δ) ≥ f (x̄) (3.7.9)
x→x̄
δ>0

and let ε > 0 . Since

sup h(δ) > f (x̄) − ε, (3.7.10)

δ>0

there exists δ > 0 such that h(δ) > f (x̄) − ε . This implies

f (x) > f (x̄) − ε for all x ∈ B0 (x̄; δ) ∩ D. (3.7.11)

Since this is also true for x = x̄ , the function f is lower semicontinuous at x̄ .

The proof for the upper semicontinuous case is similar. □

 Theorem 3.7.2

Let f : D → R and let x̄ ∈ D . Then f is l.s.c. at x̄ if and only if for every sequence {x k} in D that converges to x̄,
lim inf f (xk ) ≥ f (x̄). (3.7.12)
k→∞

Similarly, f is u.s.c. at x̄ if and only if for every sequence {x k} in D that converges to x̄,
lim sup f (xk ) ≤ f (x̄). (3.7.13)
k→∞

Proof
Suppose f is l.s.c. at x̄ . Then for any ε > 0 , there exists δ > 0 such that (3.12) holds. Since {x k} converges to x̄ , we have
x ∈ B(x̄; δ) when k is sufficiently large. Thus,
k

f (x̄) − ε < f (xk ) (3.7.14)

for such k . It follows that f (x̄) − ε ≤ lim inf k→∞ f (xk ) . Since ε is arbitrary, it follows that f (x̄) ≤ lim inf k→∞ f (xk ) .
We now prove the converse. Suppose lim inf f (x ) ≥ f (x̄) and assume, by way of contradiction, that f is not l.s.c. at
k→∞ k

x̄ . Then there exists ε̄ > 0 such that for every δ > 0 , there exists x ∈ B(x̄; δ) ∩ D with
δ

f (x̄) − ε̄ ≥ f (xδ ) . (3.7.15)

Applying this for δ k =

1

k
, we obtain a sequence {x k} in D that converges to x̄ with

f (x̄) − ε̄ ≥ f (xk )  for every k. (3.7.16)

This implies
f (x̄) − ε̄ ≥ lim inf f (xk ) . (3.7.17)
k→∞

This is a contradiction. □

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  Definition 3.7.2

Let f : D → R . We say that f is lower semicontinuous on D (or lower semicontinuous if no confusion occurs) if it is lower
semicontinuous at every point of D.

 Theorem 3.7.3

Suppose D is a compact set of R and f : D → R is lower semicontinuous. Then f has an absolute minimum on D . That
means there exists x̄ ∈ D such that

f (x) ≥ f (x̄) for all x ∈ D. (3.7.18)

Proof
We first prove that f is bounded below. Suppose by contradiction that for every k ∈ N , there exists x k ∈ D such that

f (xk ) < −k. (3.7.19)

Since D is compact, there exists a subsequence {x kℓ } of {x k} that converges to x

0 ∈ D . Since f is l.s.c., by Theorem 3.7.2

lim inf f (xkℓ ) ≥ f (x0 ) . (3.7.20)

ℓ→∞

This is a contraction because lim inf ℓ→∞ f (xk ) = −∞

ℓ
. This shows f is bounded below. Define

γ = inf{f (x) : x ∈ D}. (3.7.21)

Since the set {f (x) : x ∈ D} is nonempty and bounded below, γ ∈ R .

Let {u } be a sequence in
k D such that {f (u )} converges to γ . By the compactness of
k D , the sequence { uk } has a
convergent subsequence {u kℓ } that converges to some x̄ ∈ D . Then

γ = lim f (uk ) = lim inf f (uk ) ≥ f (x̄) ≥ γ. (3.7.22)

ℓ ℓ
ℓ→∞ ℓ→∞

This implies γ = f (x̄) and, hence,

f (x) ≥ f (x̄) for all x ∈ D. (3.7.23)

The proof is now complete. □

The following theorem is proved similarly.

 Theorem 3.7.4

Suppose D is a compact subset of R and f : D → R is upper semicontinuous. Then f has an absolute maximum on D . That
is, there exists x̄ ∈ D such that
f (x) ≤ f (x̄) for all x ∈ D. (3.7.24)

For every a ∈ R , define

La (f ) = {x ∈ D : f (x) ≤ a} (3.7.25)

and

La (f ) = {x ∈ D : f (x) ≤ a}. (3.7.26)

Proof
Add proof here and it will automatically be hidden

3.7.3 https://math.libretexts.org/@go/page/50130
  Theorem 3.7.5
Let f : D → R . Then f is lower semicontinuous if and only if L (f ) is closed in a D for every a ∈ R . Similarly, f is upper
semicontinuous if and only if U (f ) is closed in D for every a ∈ R .
a

Proof
Suppose f is lower semicontinuous. Using Corollary 2.6.10, we will prove that for every sequence { xk } in La (f ) that
converges to a point x̄ ∈ D , we get x̄ ∈ L (f ) . For every k , since x ∈ L (f ) , f (x ) ≤ a .
a k a k

Since f is lower semicontinuous at x̄ ,

f (x̄) ≤ lim inf f (xk ) ≤ a. (3.7.27)
k→∞

Thus, x̄ ∈ L a (f ) . It follows that L a (f ) is closed.

We now prove the converse. Fix any x̄ ∈ D and ε > 0 . Then the set

G = {x ∈ D : f (x) > f (x̄) − ε} = D∖ Lf (x)−ε(f ) (3.7.28)

is open in D and x̄ ∈ G . Thus, there exists δ > 0 such that

B(x̄; δ) ∩ D ⊂ G. (3.7.29)

It follows that

f (x̄) − ε < f (x) for all x ∈ B(x̄; δ) ∩ D. (3.7.30)

Therefore, f is lower semicontinuous. The proof for the upper semicontinuous case is similar. □

For every a ∈ R , we also define

La (f ) = {x ∈ D : f (x) < a} (3.7.31)

and
Ua (f ) = {x ∈ D : f (x) > a}. (3.7.32)

 Corollary 3.7.6

Let f : D → R . Then f is lower semicontinuous if and only if U a (f ) is open in D for every a ∈ R . Similarly, f is upper
semicontinuous if and only if L (f ) is open in D for every a ∈ R .
a

Proof
Add proof here and it will automatically be hidden

 Theorem 3.7.7

Let f : D → R . Then f is continuous if and only if for every a, b ∈ R with a < b . the set
−1
Oa,b = {x ∈ D : a < f (x) < b} = f ((a, b)) (3.7.33)

is an open in D.

Proof
Suppose f is continuous. Then f is lower semicontinuous and upper semicontinuous. Fix a, b ∈ R with a < b . Then
Oa,b = Lb ∩ Ua . (3.7.34)

By Theorem 3.7.6, the set O a,b is open since it is the intersection of two opens sets L and U . a b

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 Let us prove the converse. We will only show that f is lower semicontinuous since the proof of upper semicontinuity is
simiilar. For every a ∈ R , we have
−1
Ua (f ) = {x ∈ D : f (x) > a} = ∪n∈N f ((a, a + n)) (3.7.35)

Thus, U a (f ) is open in D as it is a union of open sets in D. Therefore, f is lower semicontinuous by Corollary 3.7.6. □

Exercise 3.7.1

Let f be the function given by

2
x ,  if x ≠ 0;
f (x) = { (3.7.36)
−1,  if x = 0.

Prove that f is lower semicontinuous.

Answer
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Exercise 3.7.2

Let f be the function given by

2
x ,  if x ≠ 0;
f (x) = { (3.7.37)
1,  if x = 0.

Prove that f is upper semicontinuous.

Answer
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Exercise 3.7.3

Let f , g : D → R be lower semicontinuous functions and let k >0 be a constant. Prove that f +g and kf are lower
semicontinuous functions on D.

Answer
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Exercise 3.7.4

Let f : R → R be a lower semicontinuous function such that

lim f (x) = lim f (x) = ∞. (3.7.38)
x→∞ x→−∞

Prove that f has an absolute minimum at some x 0 ∈ R .

Answer
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3.7: Lower Semicontinuity and Upper Semicontinuity is shared under a CC BY-NC-SA license and was authored, remixed, and/or curated by
Lafferriere, Lafferriere, and Nguyen.

3.7.5 https://math.libretexts.org/@go/page/50130