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line_search_armijo returns alpha > 1 #184

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octavian-ganea opened this issue May 20, 2020 · 2 comments
Closed

line_search_armijo returns alpha > 1 #184

octavian-ganea opened this issue May 20, 2020 · 2 comments
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@octavian-ganea
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line_search_armijo can return alpha > 1 because that's what the scipy function was doing. However, this affects the cg() function used in both GW and FGW functions and returns transport plans with negative entries when armijo=True.

@rflamary
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This is indeed a problem.

If you want to do a PR to handle this case (basically return min(1,alpha)) you are welcome. Else we will get around to it in the following days.

@rflamary
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Closed in #189

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