A map is Lipschitz continuous with Lipschitz constant when
for all .
Fix . The Lipschitz inequality and the triangle inequality imply
while choosing gives a finite upper bound. Hence the infimum defining is a real number.
If , then for every , while gives the reverse inequality after taking the infimum. Thus . For arbitrary ,
Taking infima gives ; interchanging gives
This is the McShane extension theorem: extends without increasing its Lipschitz constant.
Two norms are equivalent norms when constants satisfy
for every .
For , the reverse triangle inequality gives
by the Cauchy-Schwarz inequality. Hence is Lipschitz continuous, and therefore continuous.
On the compact Euclidean unit sphere, is positive and continuous, so the extreme value theorem gives . Homogeneity then yields
Thus every norm on a finite-dimensional vector space is equivalent to the Euclidean norm; comparing two such bounds proves any two norms on are Lipschitz equivalent.
Let be the finite-dimensional vector space of real polynomials of degree at most . For fixed ,
is a norm: if it vanishes, the polynomial vanishes on an interval and hence is the zero polynomial. Also
is a norm on . By finite-dimensional equivalence of norms, there is , depending only on and , such that . Therefore
The extreme value theorem supplies at which the last supremum is attained, and hence

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