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How does function $x_i \rightarrow f(x_1,x_2, ..., x_i, ..., x_n)$ Lipschitz imply existence of partial derivatives?

Particularly, is there a way to write this in such form that expresses component-wise differentiability?

mavavilj
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    Lipschitz functions are not necessarily everywhere differentiable: https://en.wikipedia.org/wiki/Lipschitz_continuity#Examples – edm Oct 25 '19 at 02:18
  • @edm But actually in my case "almost everywhere differentiable" suffices. – mavavilj Oct 25 '19 at 02:18

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This question will help you: Lipschitz continuity implies differentiability almost everywhere. This problem is a little bit hard to solve, but there is a reference in this question with the prove.

ABP
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