Level Set

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## Alternative names

## Examples

## Level sets versus the gradient

## Sublevel and superlevel sets

## See also

## References

This article uses material from the Wikipedia page available here. It is released under the Creative Commons Attribution-Share-Alike License 3.0.

Level Set

In mathematics, a **level set** of a real-valued function *f* of *n* real variables is a set of the form

that is, a set where the function takes on a given constant value *c*.

When the number of independent variables is two, a level set is a curve, called a *level curve*, also known as contour line or isoline. So a level curve is the set of all real-valued solutions of an equation in two variables *x*_{1} and *x*_{2}. When *n* = 3, a level set is called a level surface (see also isosurface), and for higher values of *n* the level set is a level hypersurface. So a *level surface* is the set of all real-valued roots of an equation in three variables *x*_{1}, *x*_{2} and *x*_{3}, and a level hypersurface is the set of all real-valued roots of an equation in *n* (*n* > 3) variables.

A level set is a special case of a fiber.

Level sets show up in many applications, often under different names.

For example, an implicit curve is a level curve, which is considered independently of its neighbor curves, emphasizing that such a curve is defined by an implicit equation. Analogously, a level surface is sometimes called an implicit surface or an isosurface.

The name isocontour is also used, which means a contour of equal height. In various application areas, isocontours have received specific names, which indicate often the nature of the values of the considered function, such as isobar, isotherm, isogon, isochrone, isoquant and indifference curve.

Consider the 2-dimensional Euclidean distance:

A level set of this function consists of those points that lie at a distance of from the origin, otherwise known as a circle. For example, , because . Geometrically, this means that the point lies on the circle of radius 5 centered at the origin. More generally, a sphere in a metric space with radius centered at can be defined as the level set .

A second example is the plot of Himmelblau's function shown in the figure to the right. Each curve shown is a level curve of the function, and they are spaced logarithmically: if a curve represents , the curve directly "within" represents , and the curve directly "outside" represents .

**Theorem:**If the function f is differentiable, the gradient of f at a point is either zero, or perpendicular to the level set of f at that point.

To understand what this means, imagine that two hikers are at the same location on a mountain. One of them is bold, and he decides to go in the direction where the slope is steepest. The other one is more cautious; he does not want to either climb or descend, choosing a path which will keep him at the same height. In our analogy, the above theorem says that the two hikers will depart in directions perpendicular to each other.

A consequence of this theorem (and its proof) is that if f is differentiable, a level set is a hypersurface and a manifold outside the critical points of f. At a critical point, a level set may be reduced to a point (for example at a local extremum of f ) or may have a singularity such as a self-intersection point or a cusp.

A set of the form

is called a **sublevel set** of *f* (or, alternatively, a **lower level set** or **trench** of *f*). A **strict sublevel** set of *f* is

Similarly

is called a **superlevel set** of *f*.^{[2]}^{[3]} And similarly a **strict superlevel set** of f is

Sublevel sets are important in minimization theory. The boundness of some non-empty sublevel set and the lower-semicontinuity of the function implies that a function attains its minimum, by Weierstrass's theorem. The convexity of all the sublevel sets characterizes quasiconvex functions.^{[4]}

**^**Simionescu, P.A. (2011). "Some Advancements to Visualizing Constrained Functions and Inequalities of Two Variables".*Journal of Computing and Information Science in Engineering*.**11**(1). doi:10.1115/1.3570770.**^**Voitsekhovskii, M.I. (2001) [1994], "Level set",*Encyclopedia of Mathematics*, EMS Press**^**Weisstein, Eric W. "Level Set".*MathWorld*.**^**Kiwiel, Krzysztof C. (2001). "Convergence and efficiency of subgradient methods for quasiconvex minimization".*Mathematical Programming, Series A*. Berlin, Heidelberg: Springer.**90**(1): 1-25. doi:10.1007/PL00011414. ISSN 0025-5610. MR 1819784. S2CID 10043417.

This article uses material from the Wikipedia page available here. It is released under the Creative Commons Attribution-Share-Alike License 3.0.

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