Let $E$ be a complex Hilbert space. Let $A=(A_1,\cdots,A_d)\in \mathcal{L}(E)^d$. Consider \begin{eqnarray*} W_{max}(A) &=&\{\alpha\in \mathbb{C}^d:\;\exists\,(z_n)\subset E\;\;\hbox{such that}\;\|z_n\|=1,\displaystyle\lim_{n\rightarrow+\infty}\langle A_j z_n,z_n\rangle=\alpha_j,\\ &&\phantom{++++++++++}\;\hbox{and}\;\displaystyle\lim_{n\rightarrow+\infty}\|A_jz_n\|\rightarrow \|A_j\|,\;\forall j=1,\cdots,d \}. \end{eqnarray*} It is well known if $d=1$, we have $W_{Max}(A)$ is convex. If $d\geq2$, is $W_{Max}(A)$ convex??
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