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Formalization of Line Search Methods by Lean
math.OC
Jun 24, 2026 · v1
cs.MS math.NA
TL;DR
Formalizes gradient descent, backtracking line search, Armijo/Goldstein/Wolfe conditions, and the Zoutendijk theorem in Lean 4.
Abstract
This paper presents a formalization of line search methods in the Lean 4 theorem prover. Our goal is to advance machine verification of nonlinear optimization theory by translating standard textbook definitions and convergence arguments into rigorous Lean code. We formalize fundamental notions related to gradient descent and descent directions, adaptive step-size selection via backtracking line search, and several classical line search criteria, including the Armijo, Goldstein, and Wolfe conditions, as well as nonmonotone variants. We further formalize a key convergence result, namely the Zoutendijk theorem, which plays a central role in the global convergence analysis of gradient-based iterative methods. By providing machine-checkable definitions and proofs for line search theory, this work complements existing formalizations of first-order optimization methods and establishes a foundation for the verified development of more advanced algorithms in nonlinear programming.
Problem
Nonlinear optimization convergence theory lacks machine-verified foundations.
Approach
Translates into Lean 4 the definitions and convergence proofs for gradient descent, backtracking line search, Armijo/Goldstein/Wolfe conditions and nonmonotone variants, and the Zoutendijk theorem.
Results
Machine-checkable proofs for the core line search theory are established, complementing existing formalizations of first-order methods.
