Show the iff statement of lower semicontinuous
Solution 1:
Let's begin with the "if" part: I'm gonna show that if $y_n\rightarrow y$ then $f(y)\leq\liminf f(y_n)$. Let $\epsilon_n=\frac{1}{n}$; by hypothesis, for each $n$ we can find some $\delta_n$ such that $f(y)\leq f(y_n)+\epsilon_n$. Now you take the inferior limit.
To finish, take a sequence $(y_n)\subset f^{-1}((-\infty,r])$ such that $y_n\rightarrow y$. By using what we have just proved, we have that $f(y)\leq\liminf f(y_n)$. Can you conclude?
On the other and, suppose that for all $r$, the set $f^{-1}((-\infty,r])$ is closed and suppose ad absurdum that there exist $\epsilon>0$ such that for all $\delta_n=\frac{1}{n}$, we can find $y_n\in B(\delta_n,x)$ with $$f(y)>f(y_n)+\epsilon$$
The last inequality implies that $y_n\in f^{-1}((-\infty,f(y)-\epsilon])$. Can you use the fact that $f^{-1}((-\infty,r])$ is closed and $y_n\rightarrow y$ to conclude?
Note: The hypothesis of $X$ being closed is unnecessary.
Solution 2:
First Direction: Suppose that $f$ is l.s.c. To show that $A_r = \{a\in X:f(a)\le r\}$ is closed, let $\{a_n\}$ be a sequence in $A_r$, converging to $a_\infty$, which we want to show is in $A_r$. Since $f$ is l.s.c., $$ f(a_\infty) \leq \liminf f(a_n) \leq a, $$ since $a_n \in A_r$. Therefore, $a_\infty \in A_r$.
Second Direction: The argument is basically identical.
It's much more convenient to use the equivalent sequential definition of lower semi-continuity