1 files changed, 33 insertions, 0 deletions
diff --git a/test/test_optim.py b/test/test_optim.py
index ae31e1f..87b0268 100644
--- a/test/test_optim.py
+++ b/test/test_optim.py
@@ -37,6 +37,39 @@ def test_conditional_gradient():
     np.testing.assert_allclose(b, G.sum(0))
 
 
+def test_conditional_gradient2():
+    n = 1000  # nb samples
+
+    mu_s = np.array([0, 0])
+    cov_s = np.array([[1, 0], [0, 1]])
+
+    mu_t = np.array([4, 4])
+    cov_t = np.array([[1, -.8], [-.8, 1]])
+
+    xs = ot.datasets.make_2D_samples_gauss(n, mu_s, cov_s)
+    xt = ot.datasets.make_2D_samples_gauss(n, mu_t, cov_t)
+
+    a, b = np.ones((n,)) / n, np.ones((n,)) / n
+
+    # loss matrix
+    M = ot.dist(xs, xt)
+    M /= M.max()
+
+    def f(G):
+        return 0.5 * np.sum(G**2)
+
+    def df(G):
+        return G
+
+    reg = 1e-1
+
+    G, log = ot.optim.cg(a, b, M, reg, f, df, numItermaxEmd=200000,
+                         verbose=True, log=True)
+
+    np.testing.assert_allclose(a, G.sum(1))
+    np.testing.assert_allclose(b, G.sum(0))
+
+
 def test_generalized_conditional_gradient():
 
     n_bins = 100  # nb bins