Solution

ID: past-exam-of-the-mathematics-course-of-the-year-1-of-the-natural-sciences-course-of-the-university-of-cambridge/2006/paper-1/8/b/solution

Minimize subject to , , where and . The Lagrange multiplier equation gives . Since , , and , the constraints imply , . Hence
No explicit parametrization of the line was needed. For any other feasible point, is orthogonal to both normals and therefore to . The Pythagorean theorem gives , proving the unique global minimum. This is the geometric principle behind the minimum-norm least-squares solution.

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