diff --git a/BREAKING.md b/BREAKING.md
index 01665b5b0..d4bd1f128 100644
--- a/BREAKING.md
+++ b/BREAKING.md
@@ -1,4 +1,4 @@
-# Noteworthy changes from the last version
+# Noteworthy changes from v0.1 to v0.2
 
 - clean up `active_set.jl` by renaming `compute_active_set_iterate` to `get_active_set_iterate` and merging `find_minmax_direction` and `active_set_argminmax` [PR258](https://github.com/ZIB-IOL/FrankWolfe.jl/pull/258)
 - change keyword argument `K` to `lazy_tolerance` in all algorithms [PR255](https://github.com/ZIB-IOL/FrankWolfe.jl/pull/255)
diff --git a/src/active_set.jl b/src/active_set.jl
index 8c5cb3d93..5c517769f 100644
--- a/src/active_set.jl
+++ b/src/active_set.jl
@@ -268,6 +268,9 @@ function active_set_argminmax(active_set::ActiveSet, direction; Φ=0.5)
             idxM = i
         end
     end
+    if idx == -1 || idxM == -1
+        error("Infinite minimum $val or maximum $valM in the active set. Does the gradient contain invalid (NaN / Inf) entries?")
+    end
     return (active_set[idx]..., idx, val, active_set[idxM]..., idxM, valM, valM - val ≥ Φ)
 end
 
diff --git a/test/active_set.jl b/test/active_set.jl
index e1bd7daa4..ace2105dc 100644
--- a/test/active_set.jl
+++ b/test/active_set.jl
@@ -218,6 +218,7 @@ end
         FrankWolfe.active_set_argminmax(active_set::ActiveSet, [1, 1.5])
     @test i_min == 1
     @test i_max == 2
+    @test_throws ErrorException FrankWolfe.active_set_argminmax(active_set::ActiveSet, [NaN, NaN])
 end
 
 @testset "LPseparationWithScaledHotVector" begin