Equality constraints

Remark

Here, we consider an optimization problem of the form where and are continuously differentiable.

Definition

Let .

Let be the matrix with rows , that is,

Definition: Regular point

A feasible point is regular whenever is of full row rank.

Lemma

Suppose is a regular point and a local optimal solution. Then there does not exist a vector satisfying

Theorem

Suppose is a regular point and a local optimal solution. Then there exists a vector such that Proof:
From the previous Lemma, there is no vector satisfying and . This means no vector can satisfy and either, since then would break the Lemma. Thus whenever we have . Thus meaning there exists a with

Thus, when looking for optimal solutions to one can first solve the system for and .