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Bracketing and zoom terminate with a checked step or a failure
Statement
Under the inputs of Finite-budget bracketing and zoom for a strong Wolfe step, assume all requested in-domain function and gradient evaluations terminate with real values and all prescribed comparisons are exact. The procedure terminates with its specified step or failure status. It makes at most expansion trial evaluations and at most one zoom call with at most trial evaluations, hence at most evaluated trial points. Each evaluates the objective and directional derivative at that point. Every returned step is positive, feasible, and satisfies both strong Wolfe inequalities. A domain-exit trial is not evaluated. The bound excludes the initial-point data and does not bound arithmetic work or guarantee success when a strong Wolfe step exists.
Facts & Assumptions
Given: The input, evaluation and exact-comparison hypotheses of the Statement.
Finite-budget bracketing and zoom for a strong Wolfe step: expansion starts at , doubles only after setting , and returns immediately after a zoom call; zoom uses midpoints and its prescribed endpoint updates, with finite budgets .
Wolfe and strong Wolfe line-search conditions: a positive feasible step in a descent direction is strong Wolfe exactly when it satisfies the Armijo and absolute-curvature inequalities.
Proof
Given: The hypotheses of the Statement.
The initial direction check either returns failure or establishes . Expansion trial parameters are positive: initially , and later they are positive doubles. Before each doubling, ; hence both possible endpoint orders passed to zoom have distinct nonnegative endpoints, at least one positive.
A midpoint of distinct nonnegative endpoints, at least one positive, is positive and strictly between them. Replacing by that midpoint preserves distinct nonnegative endpoints. In the other update, replacing by the midpoint, either retaining or first replacing by the old , also preserves those properties. Thus every zoom trial is positive, even with reversed endpoint order.
Before any trial evaluation the domain check either returns failure or verifies feasibility. In expansion, a return of a step occurs only after the Armijo-failure branch was bypassed and the strong curvature test passed. In zoom the same two tests precede every step return. Therefore [F2] and steps 1.1–2.1 prove every returned step has the asserted properties.
Each expansion pass either returns, calls zoom and returns its output, or consumes one of at most passes. Thus at most one zoom is called. Each zoom pass either returns or consumes one of at most passes. All evaluations terminate by hypothesis; after exhaustion the specified failure is returned. There are at most evaluated trial points, with the objective and directional derivative evaluated at each; domain exits consume no trial evaluation. These finite counts prove termination but imply neither an arithmetic-work bound nor successful discovery of an existing step.
Depends on
Used by
Dependency tree · two levels
8 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Jorge Nocedal and Stephen J. Wright, Numerical Optimization, second edition (standard reference, not scraped)