Exercise · ZW-WOLFE-CONDITIONS-007 · ★★☆ Intermediate

Let \(f(x)=x^2\), \(x_k=1\), \(p_k=-1\), \(c_1=0.1\), \(c_2=0.9\). Which condition fails with \(\alpha=2\)?

Choose one option.

Show answer
  • C. Armijo, because \(1>0.6\)

Explanation

With \(\alpha=2\), \(f(-1)=1\) while the right side is \(1+0.1\cdot 2\cdot(-2)=0.6\), so Armijo fails. The curvature condition still holds.

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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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