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scalanlp / breeze

Breeze is/was a numerical processing library for Scala.
https://www.scalanlp.org
Apache License 2.0
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Unnecessary evaluation when line search is determined to have failed #783

Open zhangyi-hu opened 4 years ago

zhangyi-hu commented 4 years ago

https://github.com/scalanlp/breeze/blob/1dbf3f8ca2a103bd1575dab7a61a5776b9dfbfba/math/src/main/scala/breeze/optimize/StrongWolfe.scala#L116 The throw can happen as soon as we find that t is Nan. 

    val t = if (low.t > hi.t) interp(hi, low) else interp(low, hi)
     // Evaluate objective at t, and build bracket
    val c = phi(t)
    //logger.debug("ZOOM:\n c: " + c + " \n l: " + low + " \nr: " + hi)
    logger.info(
      "Line search t: " + t + " fval: " + c.fval +
        " rhs: " + (fval + c1 * c.t * dd) + " cdd: " + c.dd)

    if (t.isNaN) throw new FirstOrderException(s"Line search zoom failed")