Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-oxford/2015/prelims/mathematics-iii/3/b/solution

At a regular point of the optimization constraint, meaning , the necessary Lagrange multiplier condition is
Indeed, every allowed tangent vector to the level set satisfies . At a constrained extremum, the directional derivative must vanish too. Thus both gradients are normal to the same tangent line and are parallel. This includes . At a singular point with , the displayed condition need not be necessary; those points require a separate examination.

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