Exercise · ZW-WOLFE-CONDITIONS-003 · ★☆☆ Basic
In the Wolfe conditions, what relation must the constants \(c_1\) and \(c_2\) satisfy?
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Explanation
Wolfe requires \(0<c_1<c_2<1\), with both constants strictly between 0 and 1 and \(c_1\) smaller than \(c_2\).
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
- ZW-WOLFE-CONDITIONS-001 Which condition requires the function to decrease enough relative to its initial value?
- ZW-WOLFE-CONDITIONS-002 Which Wolfe condition prevents the step from being too short?
- ZW-WOLFE-CONDITIONS-004 If a step α satisfies both Wolfe conditions, what is guaranteed?
- ZW-WOLFE-CONDITIONS-005 What is the name of the variant that bounds the slope at the new point in absolute value?
- ZW-WOLFE-CONDITIONS-006 Let f(x)=x^2, x_k=1, p_k=-1, c_1=0.1. Does α=0.5 satisfy the Armijo condition?
- ZW-WOLFE-CONDITIONS-007 Let f(x)=x^2, x_k=1, p_k=-1, c_1=0.1, c_2=0.9. Which condition fails with α=2?
- ZW-WOLFE-CONDITIONS-008 A step α that is too short barely changes the gradient. Which Wolfe condition rejects it?
- ZW-WOLFE-CONDITIONS-009 Let f(x)=x^2, x_k=1, p_k=-1, c_1=0.1, c_2=0.9. What happens with α=0.01?