In mathematics, a function ${\displaystyle f:\mathbb {R} ^{n}\rightarrow \mathbb {R} }$ is said to be closed if for each ${\displaystyle \alpha \in \mathbb {R} }$, the sublevel set ${\displaystyle \{x\in {\mbox{dom}}f\vert f(x)\leq \alpha \}}$ is a closed set.

Equivalently, if the epigraph defined by ${\displaystyle {\mbox{epi}}f=\{(x,t)\in \mathbb {R} ^{n+1}\vert x\in {\mbox{dom}}f,\;f(x)\leq t\}}$ is closed, then the function ${\displaystyle f}$ is closed.

This definition is valid for any function, but most used for convex functions. A proper convex function is closed if and only if it is lower semi-continuous.^[1] For a convex function that is not proper, there is disagreement as to the definition of the closure of the function.^{[citation needed]}