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When can we assume a function is Lipschitz-continuous? I'm working with $f \colon X \subset \mathbb{R}^{N} \longrightarrow \mathbb{R}$ for $X$ compact. With a little search, seems that 2 results are the most usual:

  1. If $f$ is continuous differentiable, $f$ is Lipschitz-continuous. (Demostration for 1 variable is easy to find, for example at Continuous differentiability implies Lipschitz continuity, but not sure how it would work on several variables). It shouldn't be a tough task but I'm having doubts.

My attempt of prove it.
As $D_{f}(x)$ is continous and $X$ is compact, $D_{f}(x)$ is bounded. Being so, if $D_{f}(x)$ is also its gradient, proof becomes the same as made in 2-.
So the question would be: is the linear function $D_{f}(x)$ its gradient too? Or not the same?

  1. If $\nabla f$ is well defined and it's bounded, $f$ is Lipschitz-continuous. As Mean Value Theorem applies with several variables, I guess 2-. can be prooved using it.

My try
$f(x) - f(y) = \nabla f(\xi) \cdot (x - y)$ where $\xi \in [x, y] \subset X$. By Cauchy-Schwartz' inequality, it is hold that $|f(x) - f(y)| \leq ||\nabla f(\xi)|| \ ||x - y||$ and, as gradient is bounded, it is possible to conclude that $|f(x) - f(y)| \leq k ||x - y||$.

However, MVT applies for open sets, so I don't know if it would be correct for the kind of functions I'm working with.

Are those proofs right? Am I missing something? Is there more sufficient conditions?

Thanks.

Edit: Answer given in $C^1$ function on compact set is Lipschitz by user RobertLewis looks like a proof without MVT.

Suiron
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  • If your function defined on a compact set $X$ happens to be a restriction of a well-behaved function on an open set $U \supset X$, then these theorems apply. I don't know what kind of conditions you are looking for, because compact sets in $\mathbb{R}$ can be very nasty (vid. Cantor's set, for example). – Diego Artacho Apr 01 '22 at 14:54
  • @DiegoArtacho As I said, I'm working with $f \colon X \subset \mathbb{R}^{N} \longrightarrow \mathbb{R}$ for $X$ compact sets. Whatever conditions which hold those would be an useful result.

    (Of course, It's also useful to remark results which definitely do not work on such basis but don't look so).

    – Suiron Apr 01 '22 at 15:24

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