Lecture
Descent methods and line search: Validity of the Wolfe conditions
Description
This lecture explains the two Wolfe conditions that characterize valid steps in a descent direction. The first condition requires a sufficient decrease in the objective function, while the second condition imposes a sufficient progress of the iteration. The compatibility of these conditions is guaranteed by Theorem 11.9, ensuring the existence of steps that satisfy both conditions. By choosing appropriate parameters, steps can be found that meet the Wolfe conditions, facilitating the optimization process.
Instructor
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