Mathematical optimization

Wolfe conditions

In the unconstrained minimization problem, the Wolfe conditions are a set of inequalities for performing inexact line search, especially in quasi-Newton methods, first published by Philip Wolfe in 1969. In these methods the idea is to find for some smooth . Each step often involves approximately solving the subproblem where is the current best guess, is a search direction, and is the step length. The inexact line searches provide an efficient way of computing an acceptable step length that reduces the objective function 'sufficiently', rather than minimizing the objective function over exactly. A line search algorithm can use Wolfe conditions as a requirement for any guessed , before finding a new search direction . (Wikipedia).

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Related pages

Philip Wolfe (mathematician) | Line search | Davidon–Fletcher–Powell formula | Quasi-Newton method | Backtracking line search | Conjugate gradient method | Gradient descent | Critical point (mathematics)