In the past there was considerable debate in academia and industry on the merits of the use of goto statements, and indeed Lua didn't have them until release 5.2. Well used in Lua, they can provide an escape from inner loops, jumping to a label using a ::label:: format. For example:

  for z=1,10 do
     for y=1,10 do
        for x=1,10 do
           if x^2 + y^2 == z^2 then
              print('found a Pythagorean triple:', x, y, z)
              goto done
           end
        end
     end
  end
  ::done::

You cannot jump into an inner scope which includes local variables, and there are some further (sensible) limitations. This use of the goto to get out of multiple nested loops save you a whole series of nested checks or booleans.

There's a complete example showing sample output too [here].
(written 2012-04-06, updated 2012-04-07)

 U198 - New in Lua 5.2
  [3683] Weak references in Lua - what are they, and why use them? - (2012-04-04)
  [3687] Binary / bitwise operations in Lua with the standard bit32 library - (2012-04-06)
  [3690] Changes in Lua 5.2 - Garbage Collection - (2012-04-08)

U103 - Lua - Conditionals and loops
  [1685] Short circuit evaluation (lazy operator) in Lua - (2008-06-22)
  [1696] Saying NOT in Perl, PHP, Python, Lua ... - (2008-07-04)
  [1738] Clean code, jump free (Example in Lua) - (2008-08-06)
  [2351] Ternary operators alternatives - Perl and Lua lazy operators - (2009-08-12)
  [2454] For loops in Lua - (2009-10-14)
  [2455] Lua examples - coroutines, error handling, objects, etc - (2009-10-15)
  [3397] Does a for loop evaluate its end condition once, or on every iteration? - (2011-08-18)
  [3558] Python or Lua - which should I use / learn? - (2011-12-21)
  [4272] Lazy operators in Lua - what they mean, and examples - (2014-05-05)
  [4322] Learning to Program - the conditional statement (if) - (2014-11-21)
  [4323] Learning to program - Loop statements such as while - (2014-11-22)
  [4574] repeat until in Lua - a one or more rather than a zero or more loop - (2015-11-05)

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