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From: Gard Spreemann <gspr@nonempty.org>
Date: Thu, 30 Jul 2020 10:25:38 +0200
Subject: Fix NaN propagation.
This is based on SciPy commit
4eb242fabeef7d1871d21936bee275be4fda1844
---
lbfgsb.f | 5 +++++
1 file changed, 5 insertions(+)
diff --git a/lbfgsb.f b/lbfgsb.f
index 7c6b7fc..501879b 100644
--- a/lbfgsb.f
+++ b/lbfgsb.f
@@ -2977,6 +2977,11 @@ c ************
sbgnrm = zero
do 15 i = 1, n
gi = g(i)
+ if (gi.ne.gi) then
+c NaN value in gradient: propagate it
+ sbgnrm = gi
+ return
+ endif
if (nbd(i) .ne. 0) then
if (gi .lt. zero) then
if (nbd(i) .ge. 2) gi = max((x(i)-u(i)),gi)
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