Minimum Norm Under a Linear Constraint
Statistics
Optimization
Easy
Hint 1
Use a Lagrange multiplier with the constraint .
Hint 2
By symmetry, the optimal point should have .
Show worked solution
1. Set up the Lagrangian
Introducing a multiplier for the constraint, the first-order conditions give and , so .
2. Solve using the constraint
Combining with gives , and the minimum value follows by substitution.
Answer: x=1/2, y=1/2, minimum value 1/2
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