A Lipschitz function is a function between metric spaces
for which a constant
satisfies
for all , where
and
are the respective metrics (Gutev
2020). In particular, a real-valued function
on a subset
of the real
numbers is Lipschitz if
for all , where
is a constant independent
of
and
.
For example, a differentiable real-valued function on an interval with
a bounded first
derivative is Lipschitz by the mean-value theorem
(Hunter 2014, p. 77).