Fix zoom to handle first trial infinite or NaN #465
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zaccharieramzi
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Jul 10, 2023
commit 8f8506d Merge: 56dcd16 404c518 Author: Zaccharie Ramzi <zaccharie.ramzi@gmail.com> Date: Mon Jul 10 14:11:27 2023 +0200 Merge branch 'main' into fix-broyden commit 56dcd16 Author: Zaccharie Ramzi <zaccharie.ramzi@gmail.com> Date: Mon Jul 10 14:11:05 2023 +0200 added broyden in common test + made sure it respects line search failure commit 404c518 Merge: 22a4af9 aedcfd7 Author: JAXopt authors <no-reply@google.com> Date: Wed Jul 5 02:11:33 2023 -0700 Merge pull request google#465 from vroulet:fix_zoom_max_stepsize_reached PiperOrigin-RevId: 545604666 commit 22a4af9 Merge: 9afa6f7 a5aada2 Author: JAXopt authors <no-reply@google.com> Date: Wed Jul 5 01:22:31 2023 -0700 Merge pull request google#464 from phinate:fix-lbfgsb-grad PiperOrigin-RevId: 545594782 commit aedcfd7 Author: Vincent Roulet <vroulet@google.com> Date: Tue Jul 4 16:52:40 2023 +0200 Fix zoom to handle first trial infinite or NaN commit a5aada2 Author: Nathan Simpson <nsimpson@turing.ac.uk> Date: Tue Jul 4 10:45:07 2023 +0100 add test commit 52a4cf8 Author: Nathan Simpson <nsimpson@turing.ac.uk> Date: Tue Jul 4 10:39:24 2023 +0100 set up correct signature, add _grad_fun commit 9afa6f7 Merge: 4e80f27 d30a1d9 Author: JAXopt authors <no-reply@google.com> Date: Mon Jul 3 02:18:34 2023 -0700 Merge pull request google#456 from Algue-Rythme:fixandersonaux PiperOrigin-RevId: 545162664 commit 4e80f27 Merge: fe57f15 924a1c1 Author: JAXopt authors <no-reply@google.com> Date: Fri Jun 30 02:45:07 2023 -0700 Merge pull request google#458 from mblondel:weak_type_consistency PiperOrigin-RevId: 544601673 commit 924a1c1 Author: Mathieu Blondel <mblondel@google.com> Date: Thu Jun 29 14:40:59 2023 +0200 Ensure weak-type consistency. commit fe57f15 Merge: e6fbf5f 35d34c8 Author: JAXopt authors <no-reply@google.com> Date: Fri Jun 30 00:10:16 2023 -0700 Merge pull request google#449 from vroulet:no_cond_in_zoom_linesearch PiperOrigin-RevId: 544574347 commit 35d34c8 Author: Vincent Roulet <vroulet@google.com> Date: Fri Jun 30 08:30:55 2023 +0200 add cond in zoom and globally commit e6fbf5f Author: JAXopt authors <no-reply@google.com> Date: Thu Jun 29 14:11:31 2023 -0700 Internal change PiperOrigin-RevId: 544458648 commit 5ff06fe Merge: 7238f76 47c2d39 Author: JAXopt authors <no-reply@google.com> Date: Thu Jun 29 13:34:11 2023 -0700 Merge pull request google#455 from Algue-Rythme:convenienceapi PiperOrigin-RevId: 544446827 commit 7238f76 Author: Fabian Pedregosa <pedregosa@google.com> Date: Thu Jun 29 08:00:34 2023 -0700 Internal change PiperOrigin-RevId: 544357158 commit fddcada Merge: 1572796 94ff4ec Author: JAXopt authors <no-reply@google.com> Date: Thu Jun 29 06:55:01 2023 -0700 Merge pull request google#457 from Algue-Rythme:docinterpolating PiperOrigin-RevId: 544343274 commit 47c2d39 Author: AlgueRythme <louis.bethune@ens-lyon.fr> Date: Thu Jun 29 12:14:04 2023 +0200 Extend convenience API for QP + doc commit 94ff4ec Author: AlgueRythme <louis.bethune@ens-lyon.fr> Date: Thu Jun 29 14:21:39 2023 +0200 Add interpolation explanations for Polyak/Armijo API doc commit d30a1d9 Author: AlgueRythme <louis.bethune@ens-lyon.fr> Date: Thu Jun 29 14:08:25 2023 +0200 support has_aux for AndersonAcceleration
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If the first trial of the zoom linesearch was NaN, no valid stepsize was found (returned 0 as final stepsize) and the solver would then get stuck.
Fixed it by switching to zoom into 0 and first stepsize when a NaN or Inf is encountered during the search interval procedure.
Also fix the error to be inf even if it was nan. Otherwise the linesearch stops even if it could have further found a good stepsize.