theorem
ERealFunction.inequalityMultiplier_eq_zero_of_strictlyInactiveConstraint
{H : Type u}
[NormedAddCommGroup H]
[InnerProductSpace ℝ H]
{m p : ℕ}
(f : H → ↑(Set.Ioi ⊥))
(g : Fin p → H → ℝ)
(u : Fin (m - p) → H)
(ρ : Fin (m - p) → ℝ)
(hdom : (effectiveDomain f).Nonempty)
{xbar : H}
{νbar : EuclideanSpace ℝ (Fin p ⊕ Fin (m - p))}
(hsaddle : IsSaddlePointOn Set.univ Set.univ ℒ[mixedConstraintPerturbation f g u ρ] xbar νbar)
(i : Fin p)
(hstrict : g i xbar < 0)
:
νbar.ofLp (Sum.inl i) = 0
Remark 19.31: in Corollary 19.30, the inequality-block coordinates of a saddle-point
parameter vector are the Lagrange multipliers associated with the primal solution, they satisfy
complementary slackness, and if dom f is nonempty then any strictly inactive inequality
constraint has zero multiplier.