We can drop the factor of $\frac{1}{2}$, so we have $\sqrt{ab}+\sqrt{\frac{a^2+b^2}{2}}$ and $a+b$. Squaring gives $ab + \frac{a^2+b^2}{2}+\sqrt{ab\frac{a^2+b^2}{2}}$ and $a^2+b^2+ab$. They both have a factor $ab$ and $\frac{a^2+b^2}{2}$, so we have to compare $\sqrt{ab\frac{a^2+b^2}{2}}$ and $\frac{a^2+b^2}{2}$. Rewriting we find $\sqrt{ab}\sqrt{\frac{a^2+b^2}{2}}$ and $\sqrt{\frac{a^2+b^2}{2}}\sqrt{\frac{a^2+b^2}{2}}$, so dropping out the common factor and squaring, we get $ab$ and $\frac{a^2+b^2}{2}$. We have that $\frac{a^2+b^2}{2}\geq ab$ implies that $\frac{a^2+b^2}{2} -ab = (a-b)^2 \geq 0$, which holds.