Optimization with inequality constraints by the embedded gradient vector field method
We develop a geometric framework for constrained optimization problems with inequality constraints through the introduction of quadratic slack variables. This formulation makes it possible to employ the language of Riemannian geometry and to solve the problem via the embedded gradient vector field method. We lift the feasible set to a smooth submanifold of an extended ambient space. The stratified structure of the resulting constraint manifold is analyzed in detail, yielding a natural partition according to which constraints are active. Using the embedded gradient vector field formalism, we derive explicit, determinantal formulas for the Lagrange multiplier functions directly from the geometry of the constraint manifold, recovering and re-framing the classical Karush-Kuhn-Tucker first-order necessary conditions without invoking the classical Lagrange multiplier method. Second-order optimality conditions are obtained by computing the restricted Hessian on each stratum, and a complete sign condition on the Lagrange multipliers is identified as the geometric counterpart of the classical complementary slackness condition. The theory is illustrated on the double ice-cream cone example, where the geometry of the problem determines the nature and number of local minima.