The rest of that proof: ¡­

The rest of that proof: We had this expression. from which we get a ¦Ë^2 coefficient like this, which is positive. Hence we have convexity wrt. ¦Ë, and the maximal value is either at ¦Ë=0 (where we get ||y||^2=1) or at ¦Ë=1 (where we get ||x||^2=1).