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Given a subset $S\subseteq \mathbb{R}^n$, the metric projection associated with $S$ is a function that maps each point $x\in \mathbb{R}^n$ to the set of nearest elements in $S$, that is $p_S(x) = \arg \min_{y\in S} d(x,y)$, where $d$ is the Euclidean distance.

Suppose we associate with each point $x\in \mathbb{R}^n$, a closed set $S(x) \subseteq \mathbb{R}^n$. Then we can compute, for every two points $x,y\in \mathbb{R}^n$, their mutual metric projection: $$ q_S(x,y) = p_{S(y)}(x) \cap p_{s(X)}(y). $$ That is, the intersection of the points in $S(y)$ nearest to $x$ and the points in $S(x)$ nearest to $y$.

What are the functions $S$ for which the set $q_S(x,y)$ is nonempty for all $x,y$?

One trivial example is a constant singleton function: if $S(x)\equiv \{c\}$ for all $x\in \mathbb{R}^n$, then $q_S(x,y) = \{c\}$ for all $x,y\in \mathbb{R}^n$.

A less trivial example, for $n=1$, is the function $S$ that returns, for each $x\in\mathbb{R}$, the half-line to the left of $x$: $S(x) = (-\infty, x]$. In this case, $q_S(x,y) = \{\min(x,y) \}$ for all $x,y \in \mathbb{R}$.

A third example is the function $S$ that returns, for each $x\in\mathbb{R}$, the interval $[x,c]$, for some constant point $c$. In this case, $q_S(x,y) = \{\text{median}(x,y,c)\}$.

A non-example is is the function $S$ that returns, for each $x\in\mathbb{R}$, the interval $[x,x+1]$. For example, $q_S(3, 6) = \emptyset$.

What is a characterization of all functions $S$ for which $q_S$ is non-empty?

Note: for simplicity I mentioned that $d$ is the Euclidean metric, but I am also interested in other metrics such as the taxicab metric.

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I started to investigate properties of possible required map $S$, but they are hard to grasp, so my vision of them is very coarse, see the propositions below. But I shall try to use them to refine descriptions of possible maps $S$ farther. Also I am going to discuss your question at our today's seminar with Taras Banakh. A long time ago we investigated a bit similar maps, see, for instance, this paper. So I hope we shall be able to advance in the investigation of possible maps $S$ too. Also I am going to suggest to Taras Banakh to give your question to his student as a research topic for a course paper.

Proposition 1. For each $x,y\in\mathbb R^n$, $S(x)\cap S(y)\ne\varnothing$.

Proof. The set $S(x)\cap S(y)$ contains the nonempty set $q(x.y)$. $\square$

Proposition 2. For each $x\in\mathbb R^n$, $y\in S(x)$ and $z\in S(y)$ we have $d(x,z)\ge d(x,y)$.

Proof. Since $y\in S(x)$, $p_{S(x)}(y)=\{y\}$. So $p_{S(y)}(x)\supset \{y\}$, therefore there is no point $z\in S(y)$ with $d(x,z)<d(x,y)$. $\square$

Now we can show the following dichotomy, already illustrated by your examples.

Proposition 3. The family $\{S(x):x\in\mathbb R^n\}$ consists of bounded sets or of unbounded sets.

Proof. Suppose for a contradiction that there exist $x,y\in\mathbb R^n$ such that $S(x)$ is bounded and $S(y)$ is unbounded. Pick any point $z\in S(y)$ such that $d(y,z)>\sup_{t\in S(x)} d(y,t)$. By Proposition 1, there exists a point $t\in S(x)\cap S(z)$. By Proposition 2, $d(y,t)\ge d(y,z)$, a contradiction. $\square$

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    $\begingroup$ Thanks! For my application, the case where all $S$ are bounded is more interesting. Also, a special interesting subcase is that $x\in S(x)$ for all $x\in \mathbb{R}^n$ (this is equivalent to $\cup_x S(x) = \mathbb{R}^n$). $\endgroup$ Commented Jul 2 at 8:01
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This is a horribly long and convoluted answer addressing one extremely specific case: $n = 1$ and $S(x)$ is an interval for any $x$. Since in $\mathbb{R}$, a subset is an interval iff it is connected iff it is convex, this might shed some light on the more general case where $S(x)$ is assumed connected convex but $n$ may not be $1$.

I claim that, in case $S(x)$ is always an interval in $\mathbb{R}$, the following are all possible $S$:

  1. In case $S(x)$ are all bounded, then there exists $c \in \mathbb{R}$, $d \in [-\infty, c]$, $e \in [c, \infty]$, s.t.

$$S(x) = \begin{cases} [d, c] &, \text{ if }x \leq d\\ [x, c] &, \text{ if }d < x \leq c\\ [c, x] &, \text{ if }c < x \leq e\\ [c, e] &, \text{ if }x > e \end{cases}$$

and any such choice of $c, d, e$ yields an $S$ that satisfies the requisite condition.

  1. In case $S(x)$ are all unbounded, then either there exists $e \in (-\infty, \infty]$, s.t.

$$S(x) = \begin{cases} (-\infty, x] &, \text{ if }x \leq e\\ (-\infty, e] &, \text{ if }x > e \end{cases}$$

and any such choice of $e$ yields an $S$ that satisfies the requisite condition; or, there exists $d \in [-\infty, \infty)$, s.t.

$$S(x) = \begin{cases} [d, \infty) &, \text{ if }x \leq d\\ [x, \infty) &, \text{ if }x > d \end{cases}$$

Note that by Alex’s answer, we already have $S(x)$ are either all bounded or all unbounded, so any $S$ falls within one of the above two situations.

I’ll leave you to check that all $S$ defined above indeed stiasfy the requisite condition. I’ll instead just prove the necessity.

For notational simplicity, if $I$ is an interval, we shall let $L(I)$ be its left endpoint (including possibly $-\infty$) and $R(I)$ be its right endpoint (including possibly $\infty$).

As $\varnothing \neq q(x, y) \subset S(x) \cap S(y)$ is nonempty for any $x, y$, Helly's theorem for $d=2$ implies that any finitely many $S(x)$ intersect nontrivially.

For notational simplicity, we note that in our current case, $p_{S(x)}(y)$ is always a singleton, so I’ll simply write $p_x(y)$ for the unique point in $p_{S(x)}(y)$. The condition $q(x, y) \neq \varnothing$ is simply equivalent to saying $p_x(y) = p_y(x)$ for all $x, y$.

For the bounded case, by compactness and the fact that any finitely many $S(x)$ intersect nontrivially, we must have $\cap_{x \in \mathbb{R}} S(x) \neq \varnothing$.

Lemma: $\cap_{x \in \mathbb{R}} S(x)$ is a singleton.

Proof: Let $c_0, c_1 \in \cap_{x \in \mathbb{R}} S(x)$. Then because $c_i \in \cap_{x \in \mathbb{R}} S(x) \subset S(c_{1 - i})$, we have $c_1 = p_{c_0}(c_1) = p_{c_1}(c_0) = c_0$. $\square$

Let $c$ denote the unique element of $\cap_{x \in \mathbb{R}} S(x)$. In particular, $c \in S(x)$ for all $x$, so $p_x(c) = c$ for all $x$. Now, we first observe that $S(c) = \{c\}$. Indeed, if $d \in S(c)$, then $c = p_d(c) = p_c(d) = d$. Next, for any $x < c$, we claim that $S(x)$ contains no point strictly larger than $c$. Indeed, assume to the contrary that $y > c$, $y \in S(x)$, then $p_y(x) = p_x(y) = y$, but $c \in S(y)$ is closer to $x$ than $y$, a contradiction. To put it another way, $R(S(x)) = c$. Similarly, for any $x > c$, $S(x)$ does not contain any point strictly smaller than $c$, i.e., $L(S(x)) = c$.

We also observe that, for any $x < c$, $L(S(x)) \geq x$. Indeed, assume to the contrary that $L(S(x)) < x$. Then $L(S(x))) = p_x(L(S(x))) = p_{L(S(x))}(x)$. In particular, the interval $S(L(S(x)))$ contains both $L(S(x))$ and $c$, so as $L(S(x)) < x < c$, we must have $x \in S(L(S(x)))$, so $p_{L(S(x))}(x) = x$, a contradiction.

If for all $x < c$, we have $L(S(x)) = x$, then $S(x) = [x, c]$ for all $x < c$ and we may pick $d = -\infty$. If, on the contrary, there exists an $x < c$ s.t. $L(S(x)) > x$, then let $d = L(S(x))$. As $c \in S(x)$, $d \leq c$. Now, for any $y \leq d$, we have $d = p_x(y) = p_y(x)$. As $R(S(y)) = c$, this means $L(S(y)) = d$, i.e., $S(y) = [d, c]$ for all $y \leq d$. On the other hand, for any $d < y < c$, so $y \in S(x)$, we have $y = p_x(y) = p_y(x)$, so similarly $S(y) = [y, c]$ for all $d < y < c$. The consideration for points on the RHS of $c$ is similar. This proves the case for bounded $S(x)$.

The unbounded case is essentially similar. The trick is to compactify $\mathbb{R}$ by adding two points, $-\infty$ and $\infty$. Then we add to unbounded intervals the apppropriate point or points at infinity to compactify them as well. Now that everything is compact, we can again say $\cap_{x \in \mathbb{R}} S(x)$ is nonempty. Since it is an interval, if it contains more than one point, it must contain more than one finite (real) points, so the same argument shows $\cap_{x \in \mathbb{R}} S(x)$ is a singleton. It cannot be a point $c \in \mathbb{R}$, as otherwise the same argument as above shows $S(c) = \{c\}$, so we would be back in the bounded case. So either $\cap_{x \in \mathbb{R}} S(x) = \{-\infty\}$, or $\cap_{x \in \mathbb{R}} S(x) = \{\infty\}$. The argument from this point onwards is very similar to the bounded case, so I’ll leave it to you to check.

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    $\begingroup$ A remark here: since the OP mentioned, under Alex’s answer, that an especially interesting case is that $S(x)$ are all bounded and $x \in S(x)$ for all $x$, the above classification shows that in the interval case, this is only possible if there is a fixed $c$ s.t. $S(x)$ is the closed interval between $x$ and $c$ for all $x$, which the third example in the OP’s post. $\endgroup$
    – David Gao
    Commented Jul 3 at 19:18
  • $\begingroup$ Are your Lemmas 1 and 2 special cases of Helly's theorem for $d=1$? $\endgroup$ Commented Jul 8 at 5:34
  • $\begingroup$ In the proof of Lemma 3, $c_2$ should be $c_0$? $\endgroup$ Commented Jul 8 at 5:40
  • $\begingroup$ @ErelSegal-Halevi Yes, it should have been $c_0$. Fixed. $\endgroup$
    – David Gao
    Commented Jul 8 at 8:26
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    $\begingroup$ @ErelSegal-Halevi Yeah, I’m aware. I thought about the case for higher dimensions, but unless one imposes additional assumptions, there’s not much that can be done. This is just an ad hoc and very much brute force approach to one specific case, that’s all. $\endgroup$
    – David Gao
    Commented Jul 8 at 11:56

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