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A partially homogeneous signed projection limit is a minimizer

Statement

Assume AC, a separable real Hilbert space H, and the feature-energy hypotheses: R is convex and differentiable with locally Lipschitz differential bounded on sublevels, Φ is Fr\acute{e}chet differentiable, V is semiconvex, and the nested cutoff sets and derivative-growth bounds in the feature-energy definition hold. Let d≥2, Θ⊆Rd−1, φ:Θ→H be bounded and continuously differentiable with Lipschitz differential, and V~:Θ→[0,∞) be bounded and continuously differentiable with Lipschitz differential; set Φ(w,θ)=wφ(θ) and V(w,θ)=∣w∣V~(θ). For every f∈H, require dense regular values for Gf(θ)=⟨f,φ(θ)⟩+V~(θ). Retain either (i) Θ is the closure of a nonempty bounded connected open convex set with C1 boundary and dGf(θ)[nθ]=0 on ∂Θ for every f∈H, or (ii) Θ=Rd−1 and for every f∈H, Gf(r⋅) converges uniformly in C1(Sd−2) to a limit with dense regular values as r→∞. Let μt be a Wasserstein gradient flow whose initial support is contained in [−r0,r0]×Θ and separates the faces {−r0}×Θ and {r0}×Θ. If h1(μt) converges weakly against every bounded continuous real test function to the finite signed measure ν, then ν globally minimizes the relaxed objective J and F(μt)→J(ν)=inf⁡λJ(λ)=inf⁡μ≥0F(μ).

Facts & Assumptions

Given: AC and the full hypotheses in the Statement.

[F1]

The relaxed objective is the infimum of the lifted energy at fixed signed projection and admits the Jordan-sign minimizing lift. Relaxed objective for a partially one-homogeneous projection

[F2]

Signed narrow projection convergence gives norm moments, BL convergence, and signwise stationarity at the limit. Signed narrow convergence controls variation tails and Bochner moments Stationarity of a partially homogeneous signed projection limit

[F3]

Nonnegative signwise first variations plus signwise stationarity characterize a minimizer of the relaxed objective. Signwise first-variation conditions minimize the relaxed objective

[F4]

Favorable positive mass in a negative inner sign sublevel forces finite-time exit from a fixed BL neighborhood. Nonoptimal partial projections have an escaping sign branch

[F5]

On every finite horizon the support is the closed image of the initial support by continuous characteristics, remains in a bounded weight slab, and meets every vertical line. Partial-homogeneity flows preserve box separation One-sided semiconvex characteristics give W2 uniqueness and stability The global Wasserstein gradient flow exists uniquely and is stable

[F6]

The full hypotheses force V~=c≥0. Negative sublevels have universal robust outer traps, including for reversed-time close forcing. The full global partial-model hypotheses force a constant penalty coefficient Negative partial-homogeneity levels trap all sufficiently close forcings

[F7]

The actual lifted penalty and energy converge to the Jordan penalty and J(ν) under the asserted signed narrow limit. A partial signed projection limit has convergent penalty and energy

[F8]

A finite-energy finite nonnegative measure whose first variation is nonnegative everywhere and zero almost everywhere for that measure minimizes F over all finite nonnegative Borel measures. The comparison requires Bochner integrability of Φ and integrability of V for finite-energy competitors, without a ∣w∣-moment or second-moment requirement. First variation and optimality over nonnegative measures

Proof

Given: The flow and signed projection in the Statement.

1.1F2F3F4F5F6givenchooseassume-contra

Use the natural slabs Qr=[−r,r]×Θ; their cutoff and bounded supporting-selection hypotheses are verified in the box-separation proof [F5], so the initial bounded-weight premise suffices for its characteristic and support conclusions. By [F2] the limit is signwise stationary. If it were not a minimizer, [F3] would force H=Gs to be negative somewhere for one sign s∈{+,−}. Fix that sign, put mt=∫wφ(θ)dμt, and write Ht(θ)=s dRmt[φ(θ)]+V~(θ) for the time-dependent risk field of the same original flow. Choose a negative regular level a0 and an interior point θ∗ of K0={H≤a0}; continuity at a negative point and density of regular values allow H(θ∗)<a0<0. By [F6] choose a larger negative outer trap Kout containing K0, and close-forcing radius ρ>0, so that Ht<−b<0 there. In the unbounded case choose the outer level regular for both finite and limiting sphere functions, as provided by [F6]. Reduce the forcing radius if needed to match the escape neighborhood in [F4] for the selected sign and inner set K0.

2.1F2F5F6step 1.1

By [F2], the projections eventually remain in that BL neighborhood and the forcing eventually remains within ρ of fν. Fix such a time t0 first. Only now use [F5] to choose M<∞ bounding the weights of the entire support at t0. Use the proof coordinate z=sw; the model and its feature moment mt remain unchanged. The constant-penalty conclusion in [F6] gives V~=c≥0 and G−s,t=2c−Ht. On a characteristic with z<0 and θ∈Kout, the original flow equations become z′=2c−Ht(θ)≥b,θ′=∣z∣∇Ht(θ). Consequently, when this angular path is traced backward, it satisfies the favorable equation θ˙=−ρ∇H from [F6] with the positive continuous scale ρ=∣z∣ and reversed but still close forcing. The universal reversed-forcing trap in [F6] keeps it in Kout and hence keeps z′≥b. Now fix t>t0+M/b and suppose a support point over K0 has z(t)<0. Trace its characteristic backward on the maximal interval ending at t on which z<0. The reversed trap is first applied on compact subintervals where ∣z∣>0; closedness of Kout and continuity extend membership to a possible zero endpoint. If it starts at a time u>t0 with z(u)=0, integrating z′≥b from u to t contradicts z(t)<0. If it reaches t0, then z(t)≥z(t0)+b(t−t0)≥−M+b(t−t0)>0, also a contradiction. Thus no support point over K0 has z<0 after t0+M/b. By [F5], every support point has a characteristic representative, so this holds for the full support.

3.1F4F5F6step 1.1step 2.1

Fix t>t0+M/b. By [F5] the vertical line over θ∗ meets spt⁡μt, and by step 2.1 one such point has z≥0. If z>0, the strict inequality H(θ∗)<a0 puts this support point in the interior of the favorable cone, so an open neighborhood of it has positive measure. If z=0, write at(θ)=dRmμt[φ(θ)]. The scalar potential in the isometric coordinate z=sw is sat(θ)z+c∣z∣. Since Ht(θ∗)=sat(θ∗)+c<−b, its minimum-norm subgradient at z=0 gives z′=−Ht(θ∗)>b, and the angular velocity is zero. In a small spacetime neighborhood of this point, the favorable equation on z>0 has z′=−Ht>b/2, while the opposite equation on z<0 has z′=2c−Ht>b/2. Continuity of the characteristic and its integral equation therefore give z(t+h)>0 for every sufficiently small h>0, while θ(t+h) remains strictly inside K0. Its image is still a support point by [F5], so again there is positive favorable-cone mass. In either case [F4] forces a later exit from the neighborhood in which all projections after t0 remain. This contradiction proves global optimality for the original flow, with the original feature moment unchanged.

4.1F1F2F8step 1.1step 2.1step 3.1

The negative-branch contradiction in steps 1.1–3.1 uses only the existence of a negative value of Gs, signwise stationarity and the given flow; hence both G+ and G− are nonnegative everywhere. Let μ^ν be the Jordan-sign lift from [F1], supported on the sections w=1 and w=−1. It is a finite nonnegative Borel measure, has feature moment mν, and satisfies F(μ^ν)=J(ν)<∞. Its first variation at an arbitrary (w,θ)∈R×Θ is dRmν[wφ(θ)]+∣w∣V~(θ), equal to wG+(θ) for w>0, (−w)G−(θ) for w<0, and 0 for w=0. It is therefore nonnegative everywhere. By signwise stationarity [F2], it vanishes μ^ν-almost everywhere. Thus [F8] makes μ^ν a global minimizer of F over all finite nonnegative Borel measures, including finite-energy competitors without a finite ∣w∣ moment.

5.1F1F7step 3.1step 4.1discharge-contradiction∎

By [F7], F(μt)→J(ν), and step 3.1 gives J(ν)=inf⁡λJ(λ). Step 4.1 gives J(ν)=F(μ^ν)=inf⁡μ≥0F(μ) on the unrestricted finite-nonnegative-measure domain. Consequently F(μt)→J(ν)=inf⁡λJ(λ)=inf⁡μ≥0F(μ), as asserted.

Source note

The forcing neighborhood is chosen before the late time and its weight bound M; the subsequent clearance wait M/b does not alter that neighborhood. The proof establishes the actual dynamical penalty limit separately. Static equality of signed projections alone still does not determine lifted penalties.

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