I have a function $f:\mathbb{R}^{d} \times \mathbb{R}^{p} \longrightarrow \mathbb{R}^{2}$.
I have demonstrated that $f$ is Lipschitz continuous for each variable separately.
My question: is it enough to conclude that $f$ is Lipschitz continuous ?
I have a function $f:\mathbb{R}^{d} \times \mathbb{R}^{p} \longrightarrow \mathbb{R}^{2}$.
I have demonstrated that $f$ is Lipschitz continuous for each variable separately.
My question: is it enough to conclude that $f$ is Lipschitz continuous ?
Yes, it is enough. Suppose that the Lipschitz constants for each variable are $L_1$ and $L_2$. Then for any two points $(p_1,q_1)$ and $(p_2,q_2)$, we have
$$d(f(p_1,q_1)),f(p_2,q_2))\leq d(f(p_1,q_1),f(p_1,q_2))+d(f(p_1,q_2),f(p_2,q_2))\leq L_2d(q_1,q_2)+L_1d(p_1,p_2)\leq (L_1+L_2)d((p_1,q_1)),(p_2,q_2)),$$
so the Lipschitz constant $L_1+L_2$ works.