F alpha le at optimizer
f_alpha_le_at_optimizer
Plain-language statement
Step 1c: H_hat is a maximizer: for all H ≥ 0, f_α(H) ≤ f_α(H_hat). This uses the trace Young inequality: for PSD A, B and conjugate exponents p, q > 1, ⟪A, B⟫ ≤ Tr[A^p]/p + Tr[B^q]/q. Applied with A = σ^γ ρ σ^γ, B = σ^{-γ} H σ^{-γ}, p = α, q = α/(α-1), the inner product identity ⟪ρ, H⟫ = ⟪A, B⟫ (under the support condition) yield...
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