Existence of a Wolfe step

ID: existence-of-a-wolfe-step

Suppose is continuously differentiable, is a descent direction, and is bounded below for . A positive step size satisfying the weak Wolfe conditions exists. To prove this, put , , and . The Armijo condition proof shows just to the right of zero. Boundedness below gives . Consequently there is a first positive zero , with on . By the mean value theorem, some satisfies
At , gives the Armijo condition, and the displayed derivative gives the weak Wolfe conditions.

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