Fix Shortstep for zero direction (#435)

* Fix Shortstep for d=0 --------- Co-authored-by: Mathieu Besançon <[email protected]>
ZIB-IOL · Oct 10, 2023 · 4ade11e · 4ade11e
1 parent 6be7c09
commit 4ade11e
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diff --git a/src/linesearch.jl b/src/linesearch.jl
@@ -115,8 +115,12 @@ function perform_line_search(
     workspace,
     memory_mode,
 )
+    dd = fast_dot(d, d)
+    if dd <= eps(float(dd))
+        return dd
+    end
 
-    return min(max(fast_dot(gradient, d) * inv(line_search.L * fast_dot(d, d)), 0), gamma_max)
+    return min(max(fast_dot(gradient, d) * inv(line_search.L * dd), 0), gamma_max)
 end
 
 Base.print(io::IO, ::Shortstep) = print(io, "Shortstep")

diff --git a/test/alternating_methods_tests.jl b/test/alternating_methods_tests.jl
@@ -83,6 +83,19 @@ lmo3 = FrankWolfe.ScaledBoundLInfNormBall(ones(n), 2 * ones(n))
     @test abs(x[1, 1]) < 1e-6
     @test abs(x[1, 2]) < 1e-6
 
+    # test the edge case with a zero vector as direction for the step size computation
+    x, _, _, _, _ = FrankWolfe.alternating_linear_minimization(
+        FrankWolfe.block_coordinate_frank_wolfe,
+        x -> 0,
+        (storage, x) -> zero(x),
+        (lmo1, lmo3),
+        ones(n),
+        line_search=FrankWolfe.Shortstep(2),
+    )
+
+    @test norm(x[:,1] - zeros(n)) < 1e-6
+    @test norm(x[:,2] - ones(n)) < 1e-6
+
     x, _, _, _, _, traj_data = FrankWolfe.alternating_linear_minimization(
         FrankWolfe.block_coordinate_frank_wolfe,
         f,