Wolfe Condition Check

Problem

Check the strong Wolfe conditions for a step of size step along -gradient.

The Armijo part requires f_new <= f_current - c1 * step * g_current ** 2, and the curvature part requires abs(g_new) <= c2 * abs(g_current). Return True only when both inequalities hold.

Hint

Both the decrease and the curvature inequality must hold.

Test cases

case 1

in: [1,0.5,1,0.2,1,0.1,0.9]

expected: true

case 2

in: [1,0.85,1,0.2,1,0.1,0.9]

expected: true

case 3

in: [1,0.5,2,2.5,1,0.1,0.9]

expected: false

case 4

in: [2,1,-3,-1,0.5,0.2,0.5]

expected: true

Starter codePython

def wolfe_condition(f_current, f_new, g_current, g_new, step, c1, c2):
    # Your code here
    pass

4 test cases · run your code against them in the editor