What is the minimum volume bounded by the planes $x=0, y=0, z=0$ and a plane which is tangent to the ellipsoid
$$\frac{x^2}{a^2} + \frac{y^2}{b^2} + \frac{z^2}{c^2} =1$$ where $x,y,z>0$
I only know that when we want to find maximum and minimum, there is constraint $g$ such that $\nabla f = a\nabla g$ where $a$ is Lagrange multiplier.
What is the constraint and what is $f$?

The constraint is the tangency point, which must be on the ellipsoid, and the function to minimise is the volume created. The resulting "tangent plane" can be defined in various ways, as long as when the "tangency point" is on the ellipsoid, it must equal to the real tangent plane to that point. For example, if the ellipsoid is the unit sphere, $(p,q,r)\cdot(x,y,z)=1$ is one possible way, where $(p,q,r)$ is the point that varies. I think that by scaling the ellipsoid, you can actually reduce the problem to the unit sphere case.