I want to show that trying to find the minimum of the sum of two or more functions of two different groups is a not convex problem.
For example: $ \min\limits_{Y,Z} f(X,Y,Z)=...$.
Moreover the values $X,Y,Z$ are matrices.
My idea is to show that the Hesse-Matrix of the sum of those added functions is not always positive semidefinit by finding a point x, where it is not psd?
$\operatorname{H}_f({Y},{Z})=
\left(\frac{\partial^2f}{\partial c_i\partial c_j}({Y},{Z})\right)
\begin{pmatrix}
\frac{\partial^2 f}{\partial c_1\partial c_1}({X},{Y})&\frac{\partial^2 f}{\partial c_1\partial c_2}({X},{Y})&\cdots&\frac{\partial^2 f}{\partial c_1\partial c_n}({X},{Y})\\[0.5em]
\frac{\partial^2 f}{\partial c_2\partial c_1}({X},{Y})&\frac{\partial^2 f}{\partial c_2\partial c_2}({X},{Y})&\cdots&\frac{\partial^2 f}{\partial c_2\partial c_n}({X},{Y})\\
\vdots&\vdots&\ddots&\vdots\\
\frac{\partial^2 f}{\partial c_n\partial c_1}({X},{Y})&\frac{\partial^2 f}{\partial c_n\partial c_2}({X},{Y})&\cdots&\frac{\partial^2 f}{\partial c_n\partial c_n}({X},{Y})
\end{pmatrix}$
with $c_i \in X,Y$, for example $c_i=x_{11}$
Then I pick one $X,Y,Z$ and show the the eigenvalues are $<0$.
P.S. log is elementwise
2026-04-06 22:39:26.1775515166