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Iosif Pinelis
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This inequality cannot hold in general. Indeed, \begin{equation*} |\nabla(f^{\frac{p+q-2}{p}})|^p=k^pf^{q-2}|\nabla f|^p, \end{equation*} where \begin{equation*} k:=\frac{p+q-2}p=1+\frac{q-2}p\ge1. \end{equation*} So, at all points where $g>0$, $|\nabla g|>0$, and $|\nabla f|>0$, we can rewrite the inequality in question as \begin{equation*} r-1\le C(s,q)(r^p-k^p) \tag{1}\label{1} \end{equation*} where $r:=a/b$, $a:=f/g$, and $b:=|\nabla f|/|\nabla g|$.
In general, $r$ can take any nonnegative real value.

Letting now $r\to\infty$ in \eqref{1}, we get $C(s,q)>0$. Letting then $r=1$, we get a contradiction: $0\le C(s,q)(1-k)<0$ if $k>1$, that is, if $q>2$.

Iosif Pinelis
  • 127.7k
  • 8
  • 107
  • 229