Nonconvexity of Mumford–Shah segmentation

On the unit square, let $g=0$ and take $u_0={\chi }_{\{x_1>0.4\}}$, $u_1={\chi }_{\{x_1>0.6\}}$. Both have one unit-length jump and zero ordinary gradient. Their mean has two unit-length jumps. For squared-error coefficient one, $[E(u_0)+E(u_1)]/2=0.5+\beta$ while $E((u_0+u_1)/2)=0.45+2\beta$, violating convexity when $\beta >0.05$. The Mumford–Shah functional can therefore be nonconvex even though the fixed-edge reconstruction subproblem is strictly convex.