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You should probably state what you want a little more precisely. As it is currently stated, it allows for the possibility that $\pi$ is not projective in which case there is no chance. The statement also allows a small resolution in which case $E$ is empty and $a\pi^*L$ is not ample for any $a$.

Unfortunately, even if you assume that $\pi$ is projective and $E$ is the entire exceptional set(!), it is possible that this fails. The condition you need is that $-E$ has to be relatively ample for $\pi$. This can fail already for surfaces. For instance, assume that $E$ has two components, both with negative self-intersection, say $-n$ and $-m$, and let's say that the intersection number of the two components is $n+e$ for some positive number $e$. The intersection matrix has to be negative definite, which means that we need $nm> (n+e)^2$, but this is easy to satisfy by making $m$ really big. In this case, $E$ restricted to the component with self-intersection $-n$ has positive degree, so $-E$ cannot be ample.

This suggests that you cannot allow $E$ to have more than one component. On the other hand, in that case you are OK. Alternatively, if you allow different coefficients for the components of $E$ then a similar statement holds.

Addendum: In response to @freidtchy's comment-question below here is an explanation of the last sentence above. Yes, I meant exactly that there exist $a_i>0$ such that $A\pi^*L-\sum a_iE_i$ is ample. Since $\pi$ is ample, there exists a $\pi$-ample Cartier divisor on $Y$. With a little bit of work one may assume that there is one which is entirely supported on $E$ (the possible components that are a priori not can be exchanged to something pulled back from $X$ plus something supported on $E$ and the pull-back of anything is $\pi$-trivial). In other words, one has a $\pi$-ample Cartier divisor $\sum b_iE_i$. Then the Negativity Lemma [Kollár-Mori-98, 3.39] tells us that all the $b_i$ are negative and then choosing a large enough $A$ gives the claimed statement.

You should probably state what you want a little more precisely. As it is currently stated, it allows for the possibility that $\pi$ is not projective in which case there is no chance. The statement also allows a small resolution in which case $E$ is empty and $a\pi^*L$ is not ample for any $a$.

Unfortunately, even if you assume that $\pi$ is projective and $E$ is the entire exceptional set(!), it is possible that this fails. The condition you need is that $-E$ has to be relatively ample for $\pi$. This can fail already for surfaces. For instance, assume that $E$ has two components, both with negative self-intersection, say $-n$ and $-m$, and let's say that the intersection number of the two components is $n+e$ for some positive number $e$. The intersection matrix has to be negative definite, which means that we need $nm> (n+e)^2$, but this is easy to satisfy by making $m$ really big. In this case, $E$ restricted to the component with self-intersection $-n$ has positive degree, so $-E$ cannot be ample.

This suggests that you cannot allow $E$ to have more than one component. On the other hand, in that case you are OK. Alternatively, if you allow different coefficients for the components of $E$ then a similar statement holds.

Addendum: In response to @freidtchy's comment-question below here is an explanation of the last sentence above. Yes, I meant that if $X$ is $\mathbb Q$-factorial, then there exist $a_i>0$ such that $A\pi^*L-\sum a_iE_i$ is ample. Since $\pi$ is ample, there exists a $\pi$-ample Cartier divisor on $Y$. One may assume that there is one which is entirely supported on $E$; indeed suppose that $H+\sum_ia_iE_i$ is $\pi$-ample. Consider $\pi_*H$ and observe that if $X$ is $\mathbb Q$-factorial, then some multiple of this is Cartier. So, replace $H+\sum_ia_iE_i$ with that multiple and write $H=\pi^*\pi_*H+\sum a'_iE_i$ as the pull-back of anything is $\pi$-trivial, this shows that $\sum (a_i+a'_i)E_i$ is $\pi$-ample. In other words, one has a $\pi$-ample Cartier divisor $\sum b_iE_i$. Then the Negativity Lemma [Kollár-Mori-98, 3.39] tells us that all the $b_i$ are negative and then choosing a large enough $A$ gives the claimed statement.

You should probably state what you want a little more precisely. As it is currently stated, it allows for the possibility that $\pi$ is not projective in which case there is no chance. The statement also allows a small resolution in which case $E$ is empty and $a\pi^*L$ is not ample for any $a$.

Unfortunately, even if you assume that $\pi$ is projective and $E$ is the entire exceptional set(!), it is possible that this fails. The condition you need is that $-E$ has to be relatively ample for $\pi$. This can fail already for surfaces. For instance, assume that $E$ has two components, both with negative self-intersection, say $-n$ and $-m$, and let's say that the intersection number of the two components is $n+e$ for some positive number $e$. The intersection matrix has to be negative definite, which means that we need $nm> (n+e)^2$, but this is easy to satisfy by making $m$ really big. In this case, $E$ restricted to the component with self-intersection $-n$ has positive degree, so $-E$ cannot be ample.

This suggests that you cannot allow $E$ to have more than one component. On the other hand, in that case you are OK. Alternatively, if you allow different coefficients for the components of $E$ then a similar statement holds.

You should probably state what you want a little more precisely. As it is currently stated, it allows for the possibility that $\pi$ is not projective in which case there is no chance. The statement also allows a small resolution in which case $E$ is empty and $a\pi^*L$ is not ample for any $a$.

Unfortunately, even if you assume that $\pi$ is projective and $E$ is the entire exceptional set(!), it is possible that this fails. The condition you need is that $-E$ has to be relatively ample for $\pi$. This can fail already for surfaces. For instance, assume that $E$ has two components, both with negative self-intersection, say $-n$ and $-m$, and let's say that the intersection number of the two components is $n+e$ for some positive number $e$. The intersection matrix has to be negative definite, which means that we need $nm> (n+e)^2$, but this is easy to satisfy by making $m$ really big. In this case, $E$ restricted to the component with self-intersection $-n$ has positive degree, so $-E$ cannot be ample.

This suggests that you cannot allow $E$ to have more than one component. On the other hand, in that case you are OK. Alternatively, if you allow different coefficients for the components of $E$ then a similar statement holds.

Addendum: In response to @freidtchy's comment-question below here is an explanation of the last sentence above. Yes, I meant exactly that there exist $a_i>0$ such that $A\pi^*L-\sum a_iE_i$ is ample. Since $\pi$ is ample, there exists a $\pi$-ample Cartier divisor on $Y$. With a little bit of work one may assume that there is one which is entirely supported on $E$ (the possible components that are a priori not can be exchanged to something pulled back from $X$ plus something supported on $E$ and the pull-back of anything is $\pi$-trivial). In other words, one has a $\pi$-ample Cartier divisor $\sum b_iE_i$. Then the Negativity Lemma [Kollár-Mori-98, 3.39] tells us that all the $b_i$ are negative and then choosing a large enough $A$ gives the claimed statement.

You should probably state what you want a little more precisely. As it is currently stated, it allows for the possibility that $\pi$ is not projective in which case there is no chance. The statement also allows a small resolution in which case $E$ is empty and $a\pi^*L$ is not ample for any $a$.

Unfortunately, even if you assume that $\pi$ is projective and $E$ is the entire exceptional set(!), it is possible that this fails. The condition you need is that $-E$ has to be relatively ample for $\pi$. This can fail already for surfaces. For instance, assume that $E$ has two components, both with negative self-intersection, say $-n$ and $-m$, and let's say that the intersection number of the two components is $n+e$ for some positive number $e$. The intersection matrix has to be negative definite, which means that we need $nm> (n+e)^2$, but this is easy to satisfy by making $m$ really big. In this case, $E$ restricted to the component with self-intersection $-n$ has positive degree, so $-E$ cannot be ample.

This suggests that you cannot allow $E$ to have more than one component. On the other hand, in that case you are OK.

You should probably state what you want a little more precisely. As it is currently stated, it allows for the possibility that $\pi$ is not projective in which case there is no chance. The statement also allows a small resolution in which case $E$ is empty and $a\pi^*L$ is not ample for any $a$.

Unfortunately, even if you assume that $\pi$ is projective and $E$ is the entire exceptional set(!), it is possible that this fails. The condition you need is that $-E$ has to be relatively ample for $\pi$. This can fail already for surfaces. For instance, assume that $E$ has two components, both with negative self-intersection, say $-n$ and $-m$, and let's say that the intersection number of the two components is $n+e$ for some positive number $e$. The intersection matrix has to be negative definite, which means that we need $nm> (n+e)^2$, but this is easy to satisfy by making $m$ really big. In this case, $E$ restricted to the component with self-intersection $-n$ has positive degree, so $-E$ cannot be ample.

This suggests that you cannot allow $E$ to have more than one component. On the other hand, in that case you are OK. Alternatively, if you allow different coefficients for the components of $E$ then a similar statement holds.