In this paper, the authors give a proof of the monogamy principle in quantum physics. I'm having trouble understanding the convexity argument in the proof of Lemma 2 (penultimate paragraph, page 2). I suggest the reader read the problem first because the background may well be unnecessary to solve the issue.
Quick Background:
Let us consider a quantum system for which the Hilbert space can be factorised into $m$ different "sites". That is to say $\mathcal{H} = \bigotimes_{k=1}^{m} \mathcal{H}_k$ where all the individual Hilbert spaces $\mathcal{H}_k$ are $2d$ dimensional for some fixed $d$, i.e. $\mathcal{H}_k = \mathbb{C}^{2d}$ for all $k$. Now let us define a set of localised two outcome observables $M_{k,i}$ with $i=1,2$ and $k=1,2,...,m$ such that they only have $\pm 1$ as their eigenvalues, and are traceless. The authors go on to show that it is possible to choose a basis in which both $M_{k,1}$ and $M_{k,2}$ take the block diagonal form $\oplus_{j=1}^{d}\mathbb{C}^2$ simultaneously for all $k$. The quantity of interest is the Bell correlation $$B = \langle{\psi|\mathcal{B}|\psi}\rangle.$$ where $$\mathcal{B} = \sum_{i_1=0}^{2}...\sum_{i_m=0}^{2}c_{i_1 ... i_m}\bigotimes_{k=1}^{m}M_{k,i_k}$$ is the Bell operator for some fixed $c_{i_1...i_m}$ coefficients. We're taking $M_{k,0}=1$ as the identity operator. As I understand it, this is useful in having terms in $\mathcal{B}$ that have operators from, say, only two sites a la the CHSH case. The authors claim that "the maximum quantum value of the Bell inequality is achieved by a state that has support on a qubit at each site". I'm assuming by "value of Bell inequality" they mean value $B$. Moreover I'm assuming by "support over one qubit", they mean when the state $|\psi\rangle$ lies entirely in exactly one $\mathbb{C}^2$ sector in all $\mathcal{H}_k$'s. Please correct me if either of these assumptions are incorrect or unreasonable.
Problem:
Let $|\psi\rangle$ be some state in $\mathcal{H}$. In the second to last paragraph in page 2, the authors define $\rho_{k,j}$ as the "reduced density matrix obtained by projecting $|\psi\rangle$ onto the $j$’th $\mathbb{C}^2$ factor of the $\bigoplus_{j=1}^{d}\mathbb{C}^2$ subspace induced by $M_{k,1}$ and $M_{k,2}$ at site $k$." Now they state that $B$ can be written as $$B = \sum_{j=1}^{d} \text{tr} (\mathcal{B}\rho_{j,k}).$$ They further argue since this is a convex sum over the $\mathbb{C}^2$ sectors, "it follows that the maximum is achieved by a state with support on a qubit at site $k$." I'm assuming they're talking about projecting $|\psi\rangle$ on the $j$'th $\mathbb{C}^2$ subspace of $k$'th site. Here are my questions.
What does the $\rho_{j,k}$ mean? It couldn't possibly mean an actual reduced density matrix obtained by tracing out all the degrees of freedom apart from $k$ because then the formula $\langle{\psi|\mathcal{B}|\psi}\rangle = \text{tr} \mathcal{B} \rho_{j,k}$ wouldn't hold as $\mathcal{B}$ has nontrivial operators on other sites too. As far as I know, this kind of expectation value formula holds only when our operator is nontrivial only on one site and identity on the rest.
What does the convexity argument mean? I know what a convex sum of vectors is but I don't see a vector, or anything that can be construed as a vector, on either side of the equation. It's scalar on both sides.
How does said convexity mean that $B$ is maximised with support only on one sector? What is the corresponding theorem being used here?
My Attempt at a solution
Let's define a projector $P_{j,k}$ which projects a state in $\mathcal{H}$ to the $j$'th $\mathbb{C}^2$ sector of the $k$'th site. For a state $|\psi\rangle$, I'm assuming $\rho_{j,k}\equiv P_{j,k}|\psi\rangle \langle \psi | P_{j,k}$. This may not be, and in all possibility isn't, the $\rho_{j,k}$ the paper is talking about, but I couldn't find another reasonable interpretation. Now, since both $M_{k,1}$ and $M_{k,2}$ are block diagonal in the sectors we obtain the required form $B = \sum_{j=1}^{d} \text{tr} (\mathcal{B}\rho_{j,k})$. Now assuming a dot product structure on the space of all operators on $\mathcal{H}$ given by $A\cdot B \equiv \text{tr}(AB)$, we have $B = \sum_{j=1}^{d} \mathcal{B} \cdot \rho_{j,k}$. Since $\rho_{j,k}\cdot \rho_{j',k}=0$ if $j\neq j'$, all the $\rho_{j,k}$'s are orthogonal vectors. I guess now there is some argument with which we can say that the maximum value of $B$ can be achieved when $\mathcal{B}$ is aligned perfectly parallel to one of the $\rho_{j,k}$ and it's only that $\rho_{jk}$ that's nonzero. But this doesn't seem to be a particularly strong argument since it suggests that $\mathcal{B}$ lives is a $d$ dimensional vector space, which is obviously not true because we can arbitrary increase the degrees of freedom in its definition by increasing $k$. Moreover this argument doesn't seem to use convexity anywhere so this is probably not what the authors are getting at.
Any help regarding elucidating this proof will be of great help. Thanks in advance.