Exercise · ZW-WOLFE-CONDITIONS-003 · ★☆☆ Basic

In the Wolfe conditions, what relation must the constants \(c_1\) and \(c_2\) satisfy?

Choose one option.

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  • C. \(0<c_1<c_2<1\)

Explanation

Wolfe requires \(0<c_1<c_2<1\), with both constants strictly between 0 and 1 and \(c_1\) smaller than \(c_2\).

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Review the concept: Wolfe conditions

Two inequalities that a line-search step \(\alpha\) must satisfy to guarantee sufficient decrease of the function and that the step is not too short.

\[f(x_k+\alpha p_k)\le f(x_k)+c_1\alpha\nabla f(x_k)^\top p_k\]

More practice problems: wolfe conditions

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