20090610, 12:29  #1 
Apr 2005
13 Posts 
Lipschitz constants
Hi,
I believe this is the appropriate forum for asking this question, even though it is not homework per se. Where do I find comprehensive information about how to (get my computer to) compute the Lipschitz constant for functions f(x,y)? Cheers 
20090610, 12:49  #2 
(loop (#_fork))
Feb 2006
Cambridge, England
2^{2}×1,613 Posts 
Isn't it just the maximum of the absolute value of the derivative?

20090610, 14:05  #3 
Einyen
Dec 2003
Denmark
110010110101_{2} Posts 
http://mathworld.wolfram.com/LipschitzFunction.html
Its probably the constant C so f(x)f(y) <= C * xy for all x,y. Yes, maximum f´(x) should be at least an upper bound for C. Last fiddled with by ATH on 20090610 at 14:11 
20090610, 19:26  #4  
Apr 2005
13 Posts 
Quote:
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 

20090702, 20:56  #5  
Dec 2008
1501_{8} Posts 
Quote:
Generally, the extrema of a function g(x) occur when g'(x) changes sign (+ to  for maximum and  to + for minimum) which may take place when g'(x) = 0 or is undefined. 

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