I am reading appendix of convex optimization book. In example A.1 it is written that $$f(x)=\array{x\log(x)\quad \text{if}\quad x>0 \quad \text{and}\quad 0 \quad \text{if} \quad x=0}$$ Its domain is $[0,\infty)$. Now function is continuous. The boundary of the domain is empty set (please point out if I am wrong in this). So since the empty set is subset of every set therefore the domain of $f$ is closed. But at the same time since the intersection of every set and empty set is an empty set therefore the domain of $f$ is open. So if the domain is closed then the function $f$ is closed but in this case the domain is also open so I do not understand how $f$ is closed. Any help in this regard will be much appreciated. Thanks in advance.
How is this function closed?
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Nope. The boundary of the domain is the set $\{0\}$. Every open ball centered at zero intersects $[0,\infty)$ and $(-\infty,0)=\mathbb{R}\setminus [0,\infty)$. Moreover, the set $[0,\infty)$ is closed. Take a point $x\in\mathbb{R}\setminus [0,\infty)$, then, if $\varepsilon=\dfrac{|x|}{2}$ then $B_\varepsilon(x)\subseteq\mathbb{R}\setminus [0,\infty)$, i.e., $\mathbb{R}\setminus [0,\infty)$ is open, thus, $[0,\infty)$ is closed.
The previous arguments holds if your whole space is $\mathbb{R}$ with the usual topology. But if your whole space is $[0,\infty)$ then you're correct: the boundary is the empty set and $[0,\infty)$ is open and closed.
Finally, the closed-ness of the open-ness of your function doesn't follows from the properties of the domain (to be closed, for example). Do you have the correct definitions of closed and open function?
The boundary of your domain is the boundary of $[0, \infty ]$ which is ${\text { {0}}}$ which is a closed set.
Your domain is closed because it includes its boundary. It is not open because there is no open interval centered at $0$ which is contained entirely in the domain.