Let f:Rn→R be a convex function whose gradient ∇f
exists at every point of Rn and satisfies the condition
∃L>0∀x1,x2∈Rn:∣∣∇f(x1)−∇f(x2)∣∣≤L∣∣x1−x2∣∣.
Prove that
∀x1,x2∈Rn:∣∣∇f(x1)−∇f(x2)∣∣2≤L⟨∇f(x1)−∇f(x2),x1−x2⟩. gradientinequalitiesreal analysis