Differentiation help

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I recently got some lecture slides, but needed a little help understanding the maths behind them.

(equations)

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(Working and Answer)

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Basically, I don't understand how to get from step (4) to (5). I obviously put L = E [(equation 4)] ^2, but how do I differentiate that to get (5), and then the final answer? The problem in general is to minimise L wrt to (2) and (3) as constraints.

Cheers