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Old 2009-06-10, 19:26   #4
hallstei
 
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Apr 2005

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Quote:
Originally Posted by ATH View Post
http://mathworld.wolfram.com/LipschitzFunction.html

Its probably the constant C so |f(x)-f(y)| <= C * |x-y| for all x,y.

Yes, maximum |f´(x)| should be at least an upper bound for C.
Thanks, guys!

Was it really that simple!? I assumed the solution was far more complex, and have spent some time googling for really complicated words.

Any pointers to good textbooks that deals with how to automatically approximate maximums and minimums for general functions?

Cheers
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