Let $f:(0,1] \to \mathbb{R}$, $f(x) = \sqrt{x}$. Prove that $f$ is locally Lipschitz.
Definition: A function $f:X \to \mathbb{R}$ is locally lipschitz if $\forall x \in X$, there is a open ball $B$ with center $x$, such that $f$ restricted to $B$, $f: X \cap B \to \mathbb{R}$ is Lipschitz.
In $(0,1)$ it's ok. For every $x\in (0,1)$, there is a $r>0$ such that $(x-r,x+r) \subset (0,1)$ and $f$ is lipschitz in $(x-r,x+r)$.
In fact, if you take $y \in (x-r,x+r)$, then
$\displaystyle \frac{|f(x) - f(y)|}{|x-y|} = \frac{|\sqrt{x}- \sqrt{y}|}{|x-y|}= \frac{1}{|\sqrt{x}+\sqrt{y}|} < \frac{1}{2\sqrt{x-r}} $.
But what about the point 1???
Let $x_0>0$.
Then take $\delta=\frac{x_0}{2}>0$,so in the interval $I_{x_0}=[x_0-\delta,x_0+\delta]=[\frac{x_0}{2},\frac{3x_0}{3}],$ $f(x)$ has bounded derivative. Thus it is Lipschitz on $I_{x_0}$
For $x=1$ apply the same idea on the interval $[\frac{1}{2},1]$