Exercise · ZW-WOLFE-CONDITIONS-009 · ★★★ Advanced

Let \(f(x)=x^2\), \(x_k=1\), \(p_k=-1\), \(c_1=0.1\), \(c_2=0.9\). What happens with \(\alpha=0.01\)?

Choose one option.

Show answer
  • A. It satisfies Armijo but not curvature, because \(-1.98<-1.8\)

Explanation

With \(\alpha=0.01\), \(f=0.9801\le 0.998\) satisfies Armijo, but the new slope is \(-1.98\), which does not exceed \(0.9\cdot(-2)=-1.8\). The curvature condition fails.

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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.

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

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