Thread: Lipschitz constants View Single Post
2009-06-10, 19:26   #4
hallstei

Apr 2005

1310 Posts

Quote:
 Originally Posted by ATH 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