Repeat call in line_search()

[bcollica]

I think there is an extra call to compute_r() in the line_search() function on line 137 of admm.py. It seems like build_linear_system() returns a value for r on line 128, and then compute_r() is called again on line 137 using the same unchanged arguments.

This is the call on line 128:

M, r = build_linear_system(gamma, u, C, e, rho, s, t)

This is what build_linear_system() calls:

def build_linear_system(gamma, u, C, e, rho, s, t):
    """Build the linear system for ADMM.primal_dual (see appendix section 5.2.7)."""
    n, k = e.shape
    H = hessian_f0(gamma, e, rho, s)
    uC = scipy.sparse.diags(np.squeeze(u), 0).dot(C)
    Cg = scipy.sparse.diags(np.squeeze(C.dot(gamma)))
    M = scipy.sparse.vstack((scipy.sparse.hstack((H, C.T)),
                                               scipy.sparse.hstack((-uC, -Cg)))).tocsr()
    r = compute_r(gamma, u, C, e, rho, s, t)
    return M, r

And then compute_r() called again with the same variables on line 137:

r = compute_r(gamma, u, C, e, rho, s, t)

I'm not sure if this was intentional, nor do I know how computationally taxing it is either since I haven't had a chance to explicitly profile compute_r(). But if it's a redundant call, then it is potentially being called up to 1,500 times more than it should per topic (15 iterations of update_xis inside admm() and then up to 100 iterations of line_search() inside primal_dual()).

[z-chen]

Fixed by #23