Hi Deane, thanks for your response. I would like to prove convexity directly by invoking a result (that I presume to exist somewhere) about convexity of homogenized convex polynomials. This would be the most elegant way to show it I think. But I have also tried to show that x'Hx is >= 0 for the homogeneous function, which of course can be decomposed into a sum involving the Hessian of the inhomogeneous function plus the column/row for the variable a, but I was not successful in doing that, because it was not clear that the inner products involving x and that column+row were > 0.