Suppose $A \subset M$ where $M$ is a metric space. Let $f:A \rightarrow \mathbb{R}$ be a Lipschitz map and $g:M \rightarrow \mathbb{R}$ to a map.
Define $$g(y) = \inf_{x \in A}{\{ f(x) + \| f \|_{Lip} d(x,y) \}}$$
Is the last equality correct?
$$|g(y) -g(y^\prime)| $$ $$=| \inf_{x \in A}{\{ f(x) + \| f \|_{Lip} d(x,y) \}} -\inf_{x \in A}{\{ f(x) + \| f \|_{Lip} d(x,y^{\prime}) \}}|$$ $$= \inf_{x \in A}\{ \| f \|_{Lip} d(x,y) - \| f \|_{Lip} d(x,y^{\prime}) \} $$
UPDATE: Okay, so the equality above is not true. But since $\inf(A) - \inf(B) \leq \sup(A-B)$, can we say the following?
$$=| \inf_{x \in A}{\{ f(x) + \| f \|_{Lip} d(x,y) \}} -\inf_{x \in A}{\{ f(x) + \| f \|_{Lip} d(x,y^{\prime}) \}}|$$ $$ \leq \sup_{x \in A}\{ \| f \|_{Lip} d(x,y) - \| f \|_{Lip} d(x,y^{\prime}) \} $$
Actually my aim is to show that $\| g \|_{Lip} = \| f \|_{Lip}$. I think I need the following equality:
$$\inf(A-B) \leq \inf(A) - \inf(B) \leq \sup(A-B).$$
No. In general, we don't have
$$ \inf (A-B) = \inf A - \inf B $$ In fact, $\inf(A-B) = \inf(A)-\sup(B)$.
See here for a similar question, which gives a link to these lecture notes.
I would suggest possibly taking a convergent sequence approach to your problem, i.e. let $(a_n)\rightarrow g(y)$ and $(a_n^\prime)\rightarrow g(y^\prime)$. Then study the sequence $(a_n-a_n^\prime)$. No guarantee this will work, but it feels right.