Maximize the minimum singular value

Unlike the minimum eigenvalue, which is concave, the minimum singular value is the difference of two convex functions, and is neither concave nor convex for matrix dimension >= 2. See section 5 of “On Extreme Singular Values of Matrix Valued Functions”, L. Qi and R.S. Womersley, Journal of Convex Analysis, volume 3 (1996), available at https://www.heldermann-verlag.de/jca/jca03/jca03011.pdf . A simple 2 by 2 counter-example to the concavity of the minimum singular value is presented in Remark 5.2.