From 24a7a0439e631e90ff84ce84d0a78bc22846cf71 Mon Sep 17 00:00:00 2001
From: Panayiotis Panayiotou
Date: Mon, 24 Aug 2020 15:40:05 +0300
Subject: Check if alpha is not None when restricting it to be at most 1 (#199)
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* Check if alpha is not None when restricting it to be at most 1
* Write check more clearly
* Add no regression test for line search armijo returning None for alpha
Co-authored-by: RĂ©mi Flamary
---
test/test_optim.py | 10 ++++++++++
1 file changed, 10 insertions(+)
(limited to 'test')
diff --git a/test/test_optim.py b/test/test_optim.py
index 87b0268..48de38a 100644
--- a/test/test_optim.py
+++ b/test/test_optim.py
@@ -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
--
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