Quantum Device
A description of the general problem can be view at the Wikipedia page on QSD.
The below solution seeks to use semi-definite programming to solve the problem where $$X=E_0, C = \frac{1}{2} (\sigma_0-\sigma_1)$$
using ProxSDP, LinearAlgebra, Convex
X, val = let
C = [0.35 0.2
0.2 -0.35]
X = Convex.Variable(2, 2)
Y = Convex.Variable(2, 2)
c1 = (X⪰0)
c2 = (Y⪰0)
Z = X + Y
# X, Y ⪰ 0; X + Y = I
constraints = [Z[1,1] == 1, Z[1,2] == 0, Z[2,1] == 0, Z[2,2] == 1, c1, c2]
p = minimize(tr(C*X), constraints)
Convex.solve!(p, ProxSDP.Optimizer, verbose=true, silent_solver=false)
X.value, 1/2 - tr(C*X.value)
end