Why must the gradient of f line up with the gradient of the constraint at the closest point on a hyperbola?
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Optimizing subject to a constraint
State the constrained problem, record that critical points of generally fail the constraint, and note that solving for one variable and substituting works only for simple constraints.
Tangency at the closest point of
Draw the circles over the hyperbola , shrink until the circle barely touches it, and record that the minimum occurs where the level curve of is tangent to .
Parallel gradients and the multiplier
Write the step from tangent level curves to through normal vectors, define by , and record that may be positive or negative.
The Lagrange system
Write , , as three equations in , , , and set them up for the hyperbola as , , .