I Sup f alpha jointly convex
iSup_f_alpha_jointly_convex
Plain-language statement
Step 3 (Convexity in σ): For fixed H ≥ 0 and ρ, and α > 1, the map σ ↦ f_alpha α H ρ σ is convex. The key is that for p = α/(α−1) > 1: • A ↦ Tr[A^p] is convex on PSD matrices (trace function convexity, Theorem 2.10 of Carlen), • σ ↦ σ^{−γ} H σ^{−γ} is concave in σ by Lieb concavity (since −γ = (α−1)/(2α) ∈ (0,½)), • The composition...
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