Past exam of the continuous optimisation course of the University of Oxford / 2011 / 3 / ii / Solution

The equality gradients are independent everywhere. At an interior point of the ellipsoid, there is no active inequality, so the Mangasarian–Fromovitz constraint qualification holds. At a boundary point $x=x_0+z$, a qualifying direction must satisfy $Av=0$ and $2x^{T}Qv<0$.

If ${\rho }^2<1$, choose $v=x_0-x=-z$. At a boundary point $z^{T}Qz=1-{\rho }^2>0$, andThus the qualification holds at every feasible point. If ${\rho }^2=1$, the only feasible point is $x_0$; for every $v\in \ker A$, $x_0^{T}Qv=0$, so no strict direction exists. This provesThe equivalence also identifies this case with strict feasibility of the inequality on the affine equality space.