I have found the following proof in this very forum:
If $f:\Omega\to{\mathbb R}^m$ is continuously differentiable on the open set $\Omega\subset{\mathbb R}^d$, then for each point $p\in\Omega$ there is a convex neighborhood $U$ of $p$ such that all partial derivatives $f_{i.k}:={\partial f_i\over \partial x_k}$ are bounded by some constant $M>0$ in $U$. Using Schwarz' inequality one then easily proves that $$\|df(x)\|\ \leq\sqrt{dm}\>M=:L$$ for all $x\in U$. Now let $a$, $b$ be two arbitrary points in $U$ and consider the auxiliary function $$\phi(t):=f\bigl(a+t(b-a)\bigr)\qquad(0\leq t\leq1)$$ which computes the values of $f$ along the segment connecting $a$ and $b$. By means of the chain rule we obtain $$f(b)-f(a)=\phi(1)-\phi(0)=\int_0^1\phi'(t)\>dt=\int_0^1df\bigl(a+t(b-a)\bigr).(b-a)\>dt\ .$$ Since all points $a+t(b-a)$ lie in $U$ one has $$\bigl|df\bigl(a+t(b-a)\bigr).(b-a)\bigr|\leq L\>|b-a|\qquad(0\leq t\leq1)\>;$$ therefore we get $$|f(b)-f(a)|\leq L\>|b-a|\ .$$ This proves that $f$ is Lipschitz-continuous in $U$ with Lipschitz constant $L$.
I was wondering what exactly the $d$ in the first and fourth indented line is referencing. Is this an operator or does it refer to the $d$ in $\mathbb{R}^d$? What does it express in combination with the $f(x)$ or $m$ respectively?
Thank you very much in advance!
