Solution

ID: past-exam-of-the-mathematics-course-of-the-year-1-of-the-natural-sciences-course-of-the-university-of-cambridge/2002/paper-1/4/solution

For two independent smooth constraints , the tangent direction is orthogonal to both gradients. At a constrained stationary point, the gradient of the objective is also orthogonal to that direction, hence lies in their span: . This is the two-constraint Lagrange multiplier condition. Alternatively, distance extrema on a central plane section of an ellipsoid follow from a two-dimensional eigenvalue problem.
Minimizing distance is equivalent to minimizing . Put and . The Lagrange multiplier equations are
Adding the latter two gives . If , those equations give ; the constraints then give and . Otherwise and . The ellipsoidal constraint gives , and hence
The intersection is compact. The two constraint gradients are independent there: if , then , and forces , contradicting . Thus every global extremum is among these candidates. Taking square roots gives

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