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Check if alpha is not None when restricting it to be at most 1 #199

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Merged
merged 5 commits into from
Aug 24, 2020
Merged

Check if alpha is not None when restricting it to be at most 1 #199

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ae7fbfe
Check if alpha is not None when restricting it to be at most 1
panispani Jul 12, 2020
7a295bc
Write check more clearly
panispani Jul 15, 2020
8e2e930
Add no regression test for line search armijo returning None for alpha
panispani Aug 7, 2020
4cd1529
Merge branch 'master' into alpha_line_search_armijo
panispani Aug 7, 2020
7782298
Merge branch 'master' into alpha_line_search_armijo
rflamary Aug 24, 2020
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5 changes: 4 additions & 1 deletion ot/optim.py
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Original file line number Diff line number Diff line change
Expand Up @@ -69,7 +69,10 @@ def phi(alpha1):
alpha, phi1 = scalar_search_armijo(
phi, phi0, derphi0, c1=c1, alpha0=alpha0)

return min(1, alpha), fc[0], phi1
# scalar_search_armijo can return alpha > 1
if alpha is not None:
alpha = min(1, alpha)
return alpha, fc[0], phi1


def solve_linesearch(cost, G, deltaG, Mi, f_val,
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10 changes: 10 additions & 0 deletions test/test_optim.py
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Expand Up @@ -104,3 +104,13 @@ def test_solve_1d_linesearch_quad_funct():
np.testing.assert_allclose(ot.optim.solve_1d_linesearch_quad(1, -1, 0), 0.5)
np.testing.assert_allclose(ot.optim.solve_1d_linesearch_quad(-1, 5, 0), 0)
np.testing.assert_allclose(ot.optim.solve_1d_linesearch_quad(-1, 0.5, 0), 1)


def test_line_search_armijo():
xk = np.array([[0.25, 0.25], [0.25, 0.25]])
pk = np.array([[-0.25, 0.25], [0.25, -0.25]])
gfk = np.array([[23.04273441, 23.0449082], [23.04273441, 23.0449082]])
old_fval = -123
# Should not throw an exception and return None for alpha
alpha, _, _ = ot.optim.line_search_armijo(lambda x: 1, xk, pk, gfk, old_fval)
assert alpha is None