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Let $f:\mathbb{R}^{n}\rightrightarrows \mathbb{R}^{m}$ be a set-valued function defined by \begin{equation*} f\left( x\right) =\left\{ y\in \mathbb{R}^{m}:g\left( x\right) +h\left( x\right) ^{T}y\leq 0\right\} \text{,} \end{equation*} where $g:\mathbb{R}^{n}\rightarrow \mathbb{R}$, $h:\mathbb{R}^{n}\rightarrow \mathbb{R}^{m}$ are continuous functions. How do you show that $f$ is continuous in $\mathbb{R}^{n}\diagdown\left\{ 0\right\} $?

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1 Answer 1

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You don't, in general. In the special case, $$f\left( x\right) =\left\{ y\in \mathbb{R}^{m}: x ^{T}y\leq 0\right\} \text{,}$$ you get an obvious lack of lower hemicontinuity at $0$.

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