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  4. On linear and quadratic Lipschitz bounds for twice continuously differentiable functions
 
working paper

On linear and quadratic Lipschitz bounds for twice continuously differentiable functions

Bunin, Gene  
•
François, Grégory  
•
Bonvin, Dominique  
2014

Lower and upper bounds for a given function are important in many mathematical and engineering contexts, where they often serve as a base for both analysis and application. In this short paper, we derive piecewise linear and quadratic bounds that are stated in terms of the Lipschitz constants of the function and the Lipschitz constants of its partial derivatives, and serve to bound the function's evolution over a compact set. While the results follow from basic mathematical principles and are certainly not new, we present them as they are, from our experience, very difficult to find explicitly either in the literature or in most analysis textbooks.

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Type
working paper
Author(s)
Bunin, Gene  
François, Grégory  
Bonvin, Dominique  
Date Issued

2014

Publisher

arXiv:1406.3991 [math.OC]

Subjects

Lipschitz bounds

•

Twice continuously differentiable functions

•

Piecewise linear and quadratic bounds

Written at

EPFL

EPFL units
LA  
Available on Infoscience
June 17, 2014
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/104438
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