If I have:
$$|g_1(x) - g_2(x) - (g_1(a) - g_2(a))| \leq f(x^*)$$
Can I proceed to say:
$$|g_1(x) - g_2(x) - (g_1(a) - g_2(a))| \leq |g_1(x) - g_2(x)| - |(g_1(a) - g_2(a))|$$ $$ \implies |g_1(x) - g_2(x)| \leq |g_1(a) - g_2(a)| + f(x^*)$$
Little bit confused because, how can we say the over-estimate is still $\leq f(x^*)$
I feel as if the first line should read:
$$|g_1(x) - g_2(x) - (g_1(a) - g_2(a))| \geq |g_1(x) - g_2(x)| - |g_1(a) - g_2(a)|$$
This would make more sense, wouldn't it?
$|a-b|\ge|a|-|b|$. So your last inequality works, not the first.