For [tex]f(x)=\| x-a\| = \sqrt{(x_1-a_1)^2+\cdots +(x_n-a_n)^2}[/tex]
we have
[tex]\nabla f(x) = \left< \frac{\partial }{\partial x_1},\ldots , \frac{\partial }{\partial x_n}\right>\cdot \sqrt{(x_1-a_1)^2+\cdots +(x_n-a_n)^2}[/tex]
[tex]\left< \frac{\partial }{\partial x_1}\sqrt{(x_1-a_1)^2+\cdots +(x_n-a_n)^2},\ldots , \frac{\partial }{\partial x_n}\sqrt{(x_1-a_1)^2+\cdots +(x_n-a_n)^2}\right>[/tex]
[tex]= \left< \frac{x_1-a_1 }{\sqrt{(x_1-a_1)^2+\cdots +(x_n-a_n)^2}},\ldots , \frac{x_n-a_n }{\sqrt{(x_1-a_1)^2+\cdots +(x_n-a_n)^2}}\right>[/tex]
[tex]= \frac{1}{\sqrt{(x_1-a_1)^2+\cdots +(x_n-a_n)^2}}\left< x_1-a_1 ,\ldots , x_n-a_n \right>[/tex]
[tex]= \frac{x-a}{\| x-a\| }[/tex]
which is a unit vector in the direction of x-a.