Theorem 21.11.17.7E0B71CF3B0E Let $F\in \mathrm{Conv}^{\mathrm{prop}}(N)$. Then $\operatorname{cl}F$ is a closed proper convex function. Moreover, $\operatorname{cl}F$ agrees with $F$ except possibly on the relative boundary of $\operatorname{Dom}F$.
Theorem 21.11.177E0B71CF3B0E
Proof. Apply the closure theorem for proper convex functions. It proves that the lower semicontinuous regularization of $F$ is closed and proper and agrees with $F$ on the relative interior of its effective domain. Since $F$ is proper, this regularization is exactly the closure defined here.
Outside the closure of $\operatorname{Dom}F$, both functions are $+\infty$: a neighborhood misses the effective domain, so the lower semicontinuous regularization is $+\infty$ there. Every remaining point outside the relative boundary belongs to the relative interior of the domain. Therefore disagreement is possible only on that relative boundary, as asserted.
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