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Mixture convexity does not imply displacement convexity

Example

Assume AC. Let Ω=R, H=R, R(z)=z2, Φ(x)=sin⁡x, and V(x)=0, so F(μ)=(∫sin⁡x dμ(x))2 for every finite nonnegative Borel measure. For each r>0, take Qr=[−r,r] and C1=C2=1; the cutoff, boundedness, Lipschitz, and linear-growth assumptions hold. This energy is convex under linear mixtures of measures, but it is not displacement convex along W2 geodesics: along the geodesic from δ0 to δπ, its endpoint values are zero and its midpoint value is one.

Facts & Assumptions

Given: The feature-energy data in the Example.

[F2]

The unique coupling of two Dirac probability measures is concentrated on their support-point pair, so their W2 geodesic is the linear interpolation of those points. Generalized W2 geodesics and strong Wasserstein subgradients

Proof

Given: F, μ0,μ1, and AC as in the Example.

1.1givenalgebra

For a,b∈R and 0≤t≤1, expansion gives (1−t)a2+tb2−((1−t)a+tb)2=t(1−t)(a−b)2≥0. Thus the real square obeys the convexity inequality, including t=0,1 and a=b, by core algebra alone.

2.1step 1.1algebra

For finite nonnegative measures μ0,μ1, write a=∫sin⁡x dμ0 and b=∫sin⁡x dμ1. Linearity of integration gives F((1−t)μ0+tμ1)=((1−t)a+tb)2≤(1−t)a2+tb2=(1−t)F(μ0)+tF(μ1) by step 1.1. Thus F is mixture-convex.

3.1F2step 2.1given∎

For μ0=δ0 and μ1=δπ, [F2] gives the geodesic μt=δπt. Then F(μ0)=F(μ1)=0, whereas F(μ1/2)=sin⁡2(π/2)=1. The convexity inequality at t=1/2 would require 1≤0, which is false. Hence mixture convexity does not imply displacement convexity.

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