Exercise · ZW-WOLFE-CONDITIONS-010 · ★★★ Advanced

With \(c_2=0.9\), \(f(x)=x^2\), \(x_k=1\), \(p_k=-1\), does the strong Wolfe curvature condition accept the step \(\alpha=1.5\)?

Choose one option.

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  • D. Yes, because \(|1|\le 0.9\cdot 2\)

Explanation

With \(\alpha=1.5\) the slope at the new point is \(1\), and \(|1|\le 0.9\cdot 2=1.8\), so the strong condition 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.

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

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