From 5af645299477cf3595e65ca4d1750d13c27def1d Mon Sep 17 00:00:00 2001
From: Panayiotis Panayiotou
Date: Tue, 26 May 2020 01:14:09 +0200
Subject: Restrict Armijo linesearch function step to be at most 1 (#189)
Thanks for the modification @panpan2
---
ot/optim.py | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
(limited to 'ot/optim.py')
diff --git a/ot/optim.py b/ot/optim.py
index b9ca891..e7e6e65 100644
--- a/ot/optim.py
+++ b/ot/optim.py
@@ -69,7 +69,7 @@ def line_search_armijo(f, xk, pk, gfk, old_fval,
alpha, phi1 = scalar_search_armijo(
phi, phi0, derphi0, c1=c1, alpha0=alpha0)
- return alpha, fc[0], phi1
+ return min(1, alpha), fc[0], phi1
def solve_linesearch(cost, G, deltaG, Mi, f_val,
--
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