lipschitz continuity

a function RnRm is locally lipschitz continuous at a point ˆx if

d(f(xi),f(x2))Ld(x1,x2)x1x2B(ˆxRn,δ)δ>0L>0

Where B is the open ball, L is the lipschitz constant, and d is some measure of distance, typically the euclidean norm.

In a sense, this means that L is an upper bound on the change in distance between two points after being transformed by the function.

If the function is locally lipschitz continuous at all points ˆxR then we say it is globally lipschitz continuous.

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