Origin-to-plane distance with a Lagrange multiplier
Question
How far is the plane from the origin?
Short answer
. Minimise subject to the constraint: the Lagrange condition makes parallel to the normal , so the nearest point is , at distance .
Adapted from Zhou, A Practical Guide to Quantitative Finance Interviews, sec. 3.4 Important Calculus Methods, 'Lagrange multipliers', p.45; question and answer rewritten by SelfMadeQuant.com.
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