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Solution,

In this case we have F being a function of W. X. Y. And Z. G.


And G. One. G. Two are also functions of W. X.
Y. And Z. And then h
his forum from F. G. One multiplied by lambda one and D. Two
multiplied by land to
So if we sent G1 equals zero, this is some
kind of hyper plane and a four dimensional space. And to equal
to
zero. That's also a hyper plane four dimensional space. And we can
see that F. Is the distance squared In
four dimensional space. Now.
Um What what this problem is is it's not looking for um the minimum
distance between these two hyper planes because they're going to
intersect actually. So the minimum
distance between them would be
zero. But what we're looking for is the minimum distance from the
origin
to a point where they intersect. So this has to be
satisfied. This has to be satisfied. That leads to points
where
these hyper planes intersect. And then to minimize that, we're
looking for the one the point on that
intersection. Um I guess it's
kind of a hyper line you think about it that is closest to the
origin. Now
unfortunately we can't visualize this because it's in
four dimensions, but we can work through the math.
And again I use
Mathematica to do this. So we have F. G one G two and then we form
H. Out of those. So
here's our H function here and then we can take
the gradient. I'm using the Mathematica is grad command
and then we
take the gradient with respect to X. Y Z. W. Lambda one lambda too.
And so we get six
equations here for six and 6 A six component
vector And we sell each of those components to zero. And
that gives
us six equations for six unknowns. Then we asked Mathematica to
solve it. And it comes up with
a nice clean solution, relatively
clean solution, And it only comes up with one solution. Um And that
is X. W.
Let's see here, that would be excess. Two thirds Y is one,
nine, Z is -1 9th W is one night. And if we plug
that back into
their the distance or the higher dimensional distance from the
origin to this particular point
here in this four dimensional space
Is 13/27. So that's the optimal um basically the point on the
intersection
of these two hyper planes that is closest to the
origin.

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