Solution (source code)

= Solution

There are real <Lagrange multipliers> $\lambda_1,\lambda_2$ such that
$$
\boxed{\nabla g(x_0)=\lambda_1\nabla f_1(x_0)+\lambda_2\nabla f_2(x_0)}.
$$
Equivalently $Dg(x_0)=\lambda^T Df(x_0)$. The rank assumption says the two constraint gradients are <linearly independent>; it rules out an abnormal constraint point.