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MATH
[1251]

Proofs from Constrained extrema

All proofs from Constrained extrema.

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At a regular point of CC, at least one of gx,gyg_x,g_y is nonzero, so the constraint is locally a smooth curve. A tangent vector v\mathbf{v} to that curve satisfies

∇g⋅v=0\nabla g\cdot\mathbf{v}=0

because gg is constant along the constraint. At a constrained extremum, the first-order change of ff must also vanish for every feasible tangent vector:

∇f⋅v=0.\nabla f\cdot\mathbf{v}=0.

In the plane, both gradients are therefore normal to the same tangent line. Since ∇g≠0\nabla g\ne\mathbf{0}, the two normals are parallel, so ∇f=λ∇g\nabla f=\lambda\nabla g for some scalar λ\lambda. The existence of maximum and minimum values follows by applying the extreme-value theorem to the closed and bounded constraint curve.