You are essentially minimizing

subject to

. (The distance between the origin and any point

on the given surface is

, but

and

share the same critical points.)
Via Lagrange multipliers, we have Lagrangian

with partial derivatives (set equal to 0)







We assume

, which means

.

In the first case, we have

which means one of

must be positive, and the other is negative. From

we have

, so

So we get two critical points, (-5, 0, 5) and (5, 0, -5).
In the second case, if

, we get

which leads us to

i.e. we have two additional critical points (0, 5, 0) and (0, -5, 0).
At each of these points, we get respective distances from the origin of

, so the two closest points to the origin on the surface

are (0, 5, 0) and (0, -5, 0).