I've found the following lemma :
Let $\{x_1, . . . , x_k\}$ be a finite collection of points in $\mathbb{R}^n$ , and let $\{y_1, . . . , y_k\}$ be a collection of points in $\mathbb{R}^m$, such that
$$|x_i - x_j|\le |y_i - y_j| \ \ \ \ \ \ \forall i,j \in \{1,...,k\}$$.
If $r_1, . . . , r_k$ are positive numbers such that
$$\bigcap _{i=1} ^{k} \overline{B}(x_i, r_i) \neq \emptyset,$$ then $$\bigcap _{i=1} ^{k} \overline{B}(y_i, r_i) \neq \emptyset$$.
My question is: how does this lemma imply that
if we let $F = \{x_1, . . . , x_k\} \subset \mathbb{R}^n$ , $ f : F \rightarrow \mathbb{R}^m$ be a $1$-Lipschitz map, let $x \in \mathbb{R}^n$, set $r_i:= |x − x_i|$ and $y_i:= f(x_i)$,
then by this lemma there exists a point $y \in \mathbb{R}^m$ such that $|y − f(x_i)| \le |x − x_i|$ for each $i$.
It may be that it's a stupid question and this result is really obvious, but I would appreciate an answer anyway.
Thank you.
First of all, your first inequality is reversed and should read $$ |y_i - y_j| \leq |x_i - x_j| \hspace{0.5in} \forall i,j. $$
Now let's just work through everything. It's easier than it looks.
First of all, if $f$ is $1$-Lipschitz and $y_i = f(x_i)$, then the above (corrected) inequality is satisfied. ($1$-Lipschitz maps shrink all distances.)
With your choice of $r_i=|x-x_i|$, we have that each closed ball $\overline{B}(x_i,r_i)$ contains the point $x$, and thus $$ \bigcap \overline{B}(x_i,r_i) \neq \emptyset $$
By the lemma, we therefore have $$\bigcap \overline{B}(f(x_i),r_i) \neq \emptyset.$$
So there is some $y$ which is in $\overline{B}(f(x_i),r_i)$ for all $i$. In other words, $$ |y-f(x_i)| \leq r_i = |x-x_i| \hspace{0.5in} \forall i, $$ which is exactly what you wanted.
(For anyone else interested, this is the key step in a proof of Kirszbraun's Theorem, and it can be found in Heinonen's "Lectures on Lipschitz analysis" online here.)