Added note about origin of change

jeffrey-hokanson · Mar 16, 2019 · 05d0ecd · 05d0ecd
1 parent 6a70170
commit 05d0ecd
Showing 1 changed file with 1 addition and 0 deletions.
diff --git a/psdr/lipschitz.py b/psdr/lipschitz.py
@@ -230,6 +230,7 @@ def _build_lipschitz_matrix_cvxopt(self, X, fX, grads):
 		for i in range(len(X)):
 			for j in range(i+1,len(X)):
 				p = X[i] - X[j]
+				# Normalizing here seems to reduce the normalization once inside CVXOPT
 				p_norm = np.linalg.norm(p)	
 				# Vectorize to improve performance
 				#G = [-p.dot(E.dot(p)) for E in Es]