I am working on the following problem.
Find the point closest to the origin, of the curve of intersection of the plane $2y+4z =5$ and the cone $z^2 = 4(x^2+y^2)$
I was able to see that the intersection will be a tilted ellipse with coordinates $(x,y,4(x^2+y^2))$.
So I was thinking that I could try putting $F(x,y) = \sqrt{x^2+y^2+16(x^2+y^2)^2}$ and optimize it. But this seems to be too long a calculation and I want to somehow use vectors, such as dot products and gradients because that seems to be easier.
Can anyone help me get started ?

This is a typical exercise for Lagrange multipliers theorem (see http://en.wikipedia.org/wiki/Lagrange_multiplier). You want to refolmulate the problem to the following:
Find the minimum of function $\sqrt{x^2 + y^2 + z^2}$ (that is the distance from origin, you can even use easier function x^2 + y^2 + z^2, because the solution will be the same) on the set which is intersection of the plane $2y+4z=5$ and the cone $z^2=4(x^2+y^2)$.
I guess you know a little about Lagrange multipliers, this shouldn't be hard to compute.