What are the TVM hypotheses that you are using? I think, $E$ should be a convex set and $f$ differentiable or Am I confused? $\textbf{My question is: Can I use TVM here? Is it version of TVM?:}$
I know that: Suppose $f$ maps a convex open set $E \subset \mathbb{R}^{n}$ into $\mathbb{R}^{m}$, $f$ differentiable in $E$, and there is a real number $M$ such that $$||f'(x)||\leq M$$ for every $x \in E$. Then $$||f(b)-f(a)||\leq M ||b-a||$$ for all $a,b \in E$.
Partial derivatives bounded implies continuity
Now,
$\textbf{An attempt:}$ Let $\vec{x},\vec{y}\in E$
Let's see that $$||f(\vec{x})-f(\vec{y})||\leq ||f(x_{1},x_{2},...,x_{n})-f(y_{1},x_{2},...,x_{n})||+\cdots+||f(y_{1},...,y_{n-1},x_{n})-f(y_{1},...,y_{n})||$$
Now eventually bound $\| f(\vec{x}) - f(\vec{y})\|$ by $n$ many such quantities. Notice that each of them are of the form $\|f(\vec{w_i}) - f(\vec{z_i})\|$ where $\vec{w_i}, \vec{z_i}$ differ only at one coordinate, say the $i$-th one. Now the $i$-th partial derivative is bounded, say by $M_i.$ So by MVT ($\textbf{I don't sure about it}$) we get $$\| f(\vec{w_i}) - f(\vec{z_i})\| \le M_i \|\vec{w_i} - \vec{z_i}\| \leq M_i \|\vec{x} - \vec{y}\|.$$ Hence $$\|f(\vec{x}) - f(\vec{y})\| \leq \sum_{i=1}^n \|f(\vec{w_i})-f(\vec{z_i})\| \leq \sum_{i=1}^n M_i \|\vec{x} - \vec{y}\| = M \|\vec{x} - \vec{y}\|.$$So, $f$ is Lipschitz $\implies$ $f$ is continuous function?
$\textbf{I don't understand if I can use the TVM in this problem how I used.}$ The problem you can find it: math.stackexchange.com/q/1510457/798113 In my attempt I used TVM but I am not sure if I have all the hypothesis to used it (TVM). For example I need that $E$ be convex set, and $f$ differentiable function but I don't have (I think that) it hypothesis.or maybe need I to use other version of TVM?