[proofplan]
We prove the full concavity inequality directly. Fix two interpolation parameters $s,t \in [0,1]$ and a mixing parameter $\lambda \in [0,1]$, then identify the Minkowski interpolation between $K_s$ and $K_t$ with the single interpolation set $K_{(1-\lambda)s+\lambda t}$. Applying the [Brunn-Minkowski inequality](/theorems/4080) to $(1-\lambda)K_s$ and $\lambda K_t$, and using the homogeneity of Lebesgue measure under scalar dilation, gives precisely the desired concavity inequality.
[/proofplan]
[step:Identify the interpolation between $K_s$ and $K_t$ as a single Minkowski interpolation]
Fix $s,t,\lambda \in [0,1]$, and define
\begin{align*}
r := (1-\lambda)s+\lambda t.
\end{align*}
For each $u \in [0,1]$, recall that
\begin{align*}
K_u = (1-u)K + uL.
\end{align*}
We claim that
\begin{align*}
(1-\lambda)K_s+\lambda K_t = K_r.
\end{align*}
Indeed,
\begin{align*}
(1-\lambda)K_s+\lambda K_t
&= (1-\lambda)\big((1-s)K+sL\big)+\lambda\big((1-t)K+tL\big) \\
&= \big((1-\lambda)(1-s)+\lambda(1-t)\big)K
+\big((1-\lambda)s+\lambda t\big)L \\
&= (1-r)K+rL \\
&= K_r.
\end{align*}
The second equality uses convexity of $K$ and $L$: for any nonnegative scalars $a,b$ and any convex set $C \subset \mathbb{R}^n$,
\begin{align*}
aC+bC=(a+b)C.
\end{align*}
If $a+b=0$, both sides equal $\{0\}$. If $a+b>0$, then
\begin{align*}
ax+by=(a+b)\left(\frac{a}{a+b}x+\frac{b}{a+b}y\right) \in (a+b)C
\end{align*}
for $x,y \in C$, while the reverse inclusion follows by writing $(a+b)z=az+bz$ for $z \in C$.
[guided]
Fix $s,t,\lambda \in [0,1]$, and define the target interpolation parameter
\begin{align*}
r := (1-\lambda)s+\lambda t.
\end{align*}
The goal is to compare the volume radius at $r$ with the volume radii at $s$ and $t$. To do this through Brunn-Minkowski, we must first rewrite the set $K_r$ as a Minkowski sum involving $K_s$ and $K_t$.
For each $u \in [0,1]$, the interpolation set is
\begin{align*}
K_u = (1-u)K+uL.
\end{align*}
We compute:
\begin{align*}
(1-\lambda)K_s+\lambda K_t
&= (1-\lambda)\big((1-s)K+sL\big)+\lambda\big((1-t)K+tL\big) \\
&= \big((1-\lambda)(1-s)+\lambda(1-t)\big)K
+\big((1-\lambda)s+\lambda t\big)L.
\end{align*}
The coefficient of $L$ is exactly $r$, and the coefficient of $K$ is
\begin{align*}
(1-\lambda)(1-s)+\lambda(1-t)
&= (1-\lambda)- (1-\lambda)s+\lambda-\lambda t \\
&= 1-\big((1-\lambda)s+\lambda t\big) \\
&= 1-r.
\end{align*}
Therefore
\begin{align*}
(1-\lambda)K_s+\lambda K_t=(1-r)K+rL=K_r.
\end{align*}
The only set-theoretic point hidden in the algebra is the rule $aC+bC=(a+b)C$ for a convex set $C \subset \mathbb{R}^n$ and nonnegative scalars $a,b$. If $a+b=0$, then $a=b=0$ and both sides are $\{0\}$. If $a+b>0$, then every element of $aC+bC$ has the form $ax+by$ with $x,y \in C$, and
\begin{align*}
ax+by=(a+b)\left(\frac{a}{a+b}x+\frac{b}{a+b}y\right).
\end{align*}
Since $C$ is convex, the point inside the parentheses belongs to $C$, so $ax+by \in (a+b)C$. Conversely, for every $z \in C$,
\begin{align*}
(a+b)z=az+bz \in aC+bC.
\end{align*}
Thus the equality is justified for both $K$ and $L$.
[/guided]
[/step]
[step:Apply Brunn-Minkowski to the scaled interpolation sets]
Define the sets
\begin{align*}
A := (1-\lambda)K_s,
\qquad
B := \lambda K_t.
\end{align*}
Since $K$ and $L$ are convex bodies, $K_s$ and $K_t$ are compact convex subsets of $\mathbb{R}^n$; nonnegative scalar dilations preserve compactness and convexity, so $A$ and $B$ are compact convex subsets of $\mathbb{R}^n$. By the [Brunn-Minkowski Inequality](/theorems/???),
\begin{align*}
\mathcal{L}^n(A+B)^{1/n}
\geq
\mathcal{L}^n(A)^{1/n}+\mathcal{L}^n(B)^{1/n}.
\end{align*}
Using the identity from the previous step, $A+B=K_r$. For any compact set $E \subset \mathbb{R}^n$ and any scalar $c \geq 0$,
\begin{align*}
\mathcal{L}^n(cE)^{1/n}=c\,\mathcal{L}^n(E)^{1/n}.
\end{align*}
For $c>0$ this follows from the linear change of variables $x=cy$, whose Jacobian determinant is $c^n$; for $c=0$, the set $cE$ is a singleton and has $\mathcal{L}^n$-measure $0$.
Hence
\begin{align*}
\mathcal{L}^n(K_r)^{1/n}
&= \mathcal{L}^n(A+B)^{1/n} \\
&\geq \mathcal{L}^n((1-\lambda)K_s)^{1/n}
+\mathcal{L}^n(\lambda K_t)^{1/n} \\
&= (1-\lambda)\mathcal{L}^n(K_s)^{1/n}
+\lambda\mathcal{L}^n(K_t)^{1/n}.
\end{align*}
[guided]
Define
\begin{align*}
A := (1-\lambda)K_s,
\qquad
B := \lambda K_t.
\end{align*}
These are compact convex subsets of $\mathbb{R}^n$, because $K_s$ and $K_t$ are compact and convex, and scalar dilations preserve compactness and convexity. Thus the [Brunn-Minkowski Inequality](/theorems/???) applies to $A$ and $B$, giving
\begin{align*}
\mathcal{L}^n(A+B)^{1/n}
\geq
\mathcal{L}^n(A)^{1/n}+\mathcal{L}^n(B)^{1/n}.
\end{align*}
The previous step identified the Minkowski sum on the left:
\begin{align*}
A+B=(1-\lambda)K_s+\lambda K_t=K_r.
\end{align*}
Therefore
\begin{align*}
\mathcal{L}^n(K_r)^{1/n}
\geq
\mathcal{L}^n((1-\lambda)K_s)^{1/n}
+
\mathcal{L}^n(\lambda K_t)^{1/n}.
\end{align*}
It remains to simplify the two scaled-volume terms. For any compact set $E \subset \mathbb{R}^n$ and scalar $c \geq 0$,
\begin{align*}
\mathcal{L}^n(cE)^{1/n}=c\,\mathcal{L}^n(E)^{1/n}.
\end{align*}
When $c>0$, this is the standard scaling rule for Lebesgue measure under the [linear map](/page/Linear%20Map)
\begin{align*}
S_c: \mathbb{R}^n &\to \mathbb{R}^n \\
y &\mapsto cy.
\end{align*}
The Jacobian determinant of $S_c$ is $c^n$, so
\begin{align*}
\mathcal{L}^n(cE)=c^n\mathcal{L}^n(E).
\end{align*}
Taking $n$th roots gives the displayed homogeneity identity. When $c=0$, the set $cE$ is the singleton $\{0\}$, which has $\mathcal{L}^n$-measure $0$, so the same identity holds.
Applying this with $E=K_s$, $c=1-\lambda$, and then with $E=K_t$, $c=\lambda$, we obtain
\begin{align*}
\mathcal{L}^n(K_r)^{1/n}
&\geq
\mathcal{L}^n((1-\lambda)K_s)^{1/n}
+
\mathcal{L}^n(\lambda K_t)^{1/n} \\
&=
(1-\lambda)\mathcal{L}^n(K_s)^{1/n}
+
\lambda\mathcal{L}^n(K_t)^{1/n}.
\end{align*}
This is exactly the concavity inequality for the volume radius at the parameters $s,t,\lambda$.
[/guided]
[/step]
[step:Conclude concavity and recover the endpoint inequality]
Since $s,t,\lambda \in [0,1]$ were arbitrary, and $r=(1-\lambda)s+\lambda t$, the preceding estimate proves
\begin{align*}
\rho((1-\lambda)s+\lambda t)
\geq
(1-\lambda)\rho(s)+\lambda\rho(t),
\end{align*}
so $\rho$ is concave on $[0,1]$.
Taking $s=0$ and $t=1$ gives $K_0=K$ and $K_1=L$, hence for every $\lambda \in [0,1]$,
\begin{align*}
\mathcal{L}^n(K_\lambda)^{1/n}
\geq
(1-\lambda)\mathcal{L}^n(K)^{1/n}
+
\lambda\mathcal{L}^n(L)^{1/n}.
\end{align*}
Renaming $\lambda$ as $t$ gives
\begin{align*}
\mathcal{L}^n((1-t)K+tL)^{1/n}
\geq
(1-t)\mathcal{L}^n(K)^{1/n}
+
t\mathcal{L}^n(L)^{1/n},
\end{align*}
which is the stated particular inequality.
[/step]