Regular multipliers and a complete squared-distance solution

On this page
  1. Goal and scope
  2. Givens and symbols
  3. Rules and sources
  4. Main derivation
  5. Substeps and lemmas
  6. Reverse audits
  7. Error controls and negative controls
  8. Result and limitations
  9. Verification and source binding

← Guide index · Original MKO

derivation-mko-lagrange-multiplier-condition-01 · ocme-new142-reader-adoption-20261021

Goal and scope

Minimize the squared distance to (1,2) subject to x_1+x_2=0; find the point and multiplier and independently prove the minimum.

Fix the positive sign grad f=J_g^T*lambda; general multipliers are necessary only, while this particular distance problem has a separate sufficiency proof.

Givens and symbols

  • algebra
  • polynomial
  • lagrange_regular
  • G1 — f(x_1,x_2)=(x_1-1)^2+(x_2-2)^2, g=x_1+x_2; the Jacobian rows follow the single constraint's order.
  • J_g — row Jacobian ordered by constraint
  • \lambda — multiplier in the positive-sign convention
  • v — arbitrary feasible difference

Rules and sources

  • mko_definition · cited — Source semantic paraphrase: at a feasible local extremum, neighborhood differentiability and full row rank give a unique multiplier representing the objective gradient; the condition is necessary only. · mko-lagrange-multiplier-condition
  • algebra · prerequisite — Use real-field identities; division requires a nonzero denominator and multiplication by a positive number preserves inequalities.
  • polynomial · prerequisite — Real polynomials are continuous and differentiate termwise: the derivative of x^k is k*x^(k-1), and constants differentiate to zero.
  • lagrange_regular · prerequisite — At a feasible local extremum, neighborhood differentiability and independent constraint-gradient rows imply a unique lambda with grad f=J_g^T*lambda; this is necessary only.

Main derivation

S01 · implies

Before

n=2,\quad m=1,\quad J_g=(1\ \ 1)

After

\operatorname{rank}J_g=1=m,\quad f,g\text{ differentiable on }\mathbb R^2

Conditions: none

Rule: polynomial · Uses: G1

Leaf basis: polynomial

The single nonzero row has full row rank, and the full polynomials give neighborhood differentiability.

S02 · definition

Before

\nabla f=(2(x_1-1),2(x_2-2))

After

2(x_1-1)=\lambda,\quad2(x_2-2)=\lambda,\quad x_1+x_2=0

Conditions: none

Rule: lagrange_regular · Uses: G1, S01, lagrange_regular

Leaf basis: lagrange_regular

Form the candidate equations from necessary stationarity and feasibility without yet declaring their solution a minimum.

S03 · equivalent

Before

x_1=1+\lambda/2,\quad x_2=2+\lambda/2

After

3+\lambda=0\Longrightarrow\lambda=-3

Conditions: none

Rule: algebra · Uses: S02

Leaf basis: algebra

Substitution into the single linear constraint determines the multiplier uniquely.

S04 · equivalent

Before

\lambda=-3

After

x^*=(-1/2,1/2)

Conditions: none

Rule: algebra · Uses: S03

Leaf basis: algebra

Substitute into both candidate-coordinate formulas.

S05 · implies

Before

g(x^*)=-1/2+1/2

After

g(x^*)=0,\quad\nabla f(x^*)=(-3,-3)=J_g^T(-3)

Conditions: none

Rule: algebra · Uses: G1, S01, S04

Leaf basis: algebra

Independently recheck feasibility and stationarity residual at the candidate; full rank remains valid.

S06 · implies

Before

z=(1,2),\quad x^*-z=(-3/2,-3/2)

After

f(x^*)=9/4+9/4=9/2

Conditions: none

Rule: algebra · Uses: G1, S04, S05

Leaf basis: algebra

Compute the squared distance exactly as the reference for all comparison points.

S07 · implies

Before

y=x^*+v\text{ feasible}\Longrightarrow v_1+v_2=0

After

f(y)=\|x^*-z\|^2+2(x^*-z)\cdot v+\|v\|^2=9/2+\|v\|^2\ge9/2

Conditions: y\text{ feasible}

Rule: algebra · Uses: G1, S04, S06

Leaf basis: algebra

The offset x*-z is parallel to normal (1,1), orthogonal to every feasible difference v, so the cross term vanishes. Equality forces v=0, separately proving the unique global minimizer.

S08 · implies

Before

F(u,v)=u^3,\quad G(u,v)=v,\quad(u,v)=(0,0)

After

\nabla F=0=J_G^T\cdot0,\quad\operatorname{rank}J_G=1;\quad F(t,0)=t^3\text{ has both signs}

Conditions: none

Rule: polynomial · Uses: G1

Leaf basis: polynomial

A regular feasible stationary point can still fail to be an extremum, explicitly showing necessity is not sufficiency.

Substeps and lemmas

No substeps in this guide.

Reverse audits

  • S08 · premise_audit · G1 — The main distance example's minimum was independently proved at S07 and is not conflated with this counterexample.
  • S07 · premise_audit · G1, S04, S06 — Sufficiency and globality come from this squared decomposition, not the general necessary multiplier theorem.
  • S06 · premise_audit · G1, S04, S05 — The numerical value alone does not prove minimality.
  • S05 · premise_audit · G1, S01, S04 — The constraint is not omitted after solving for lambda.
  • S04 · inverse_equivalence · S03 — The center remains (1,2), not the origin.
  • S03 · inverse_equivalence · S02 — A unique multiplier does not imply a unique primal point for general problems.
  • S02 · premise_audit · G1, S01, lagrange_regular — The positive-sign convention is fixed, not silently changed to grad f+lambda*grad g=0.
  • S01 · premise_audit · G1 — Both m≤n and row/column conventions are checked.

Error controls and negative controls

Regularity first

Check feasibility, neighborhood differentiability and full row rank before applying the necessary theorem.

Separate sufficiency

The global minimum follows from a squared decomposition for every feasible y, not lambda alone.

  • Solving multiplier equations guarantees a minimum. → reject — The regular stationary example at S08 is not an extremum.
  • Rank deficiency means no extremum exists. → reject — In one dimension g(x)=x^2=0 has only feasible point zero, where f(x)=x attains an extremum; g'(0)=0 only withholds the theorem.
  • These equality conditions are the full inequality KKT conditions. → reject — Inequality multiplier signs and complementary slackness are absent.

Result and limitations

x*=(-1/2,1/2), lambda=-3 and minimum squared distance 9/2; uniqueness and globality are separately proved by orthogonal squared decomposition.

    Verification and source binding

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