Past exam of the mathematics course of the University of Oxford / 2015 / Prelims / Mathematics III / 3 / b

At a regular point of the optimization constraint, meaning $\nabla g\ne 0$, the necessary Lagrange multiplier condition isIndeed, every allowed tangent vector $t$ to the level set $g=0$ satisfies $\nabla g\cdot t=0$. At a constrained extremum, the directional derivative $\nabla f\cdot t$ must vanish too. Thus both gradients are normal to the same tangent line and are parallel. This includes $\nabla f=0$. At a singular point with $\nabla g=0$, the displayed condition need not be necessary; those points require a separate examination.