Out-of-bounds in pairwise variant

[sebastiendesignolle]

Dominik identified the following problem in pairwise:

using FrankWolfe
using LinearAlgebra
using StableRNGs

rng = StableRNG(09382173)
n = 100

xpi = reshape(rand(rng, n*n), n, n)

function f(x)
    return norm(x .- xpi)^2 / n^2
end

function grad!(storage, x)
    return @. storage = (2 * (x - xpi)) / n^2
end

lmo = FrankWolfe.BirkhoffPolytopeLMO()
x0 = compute_extreme_point(lmo, reshape(rand(rng, n*n), n, n))
act_set = FrankWolfe.ActiveSet([(BigFloat(1.0), x0)])
FrankWolfe.pairwise_frank_wolfe(f, grad!, lmo, copy(act_set); verbose=true)

This tries to access an undefined reference as the first away update deletes an atom with small weight, but then tries to access it in the fw update.
This was most likely a typo as the comment above the first update explicitly states that renormalisation only concerns the fw update.

[matbesancon]

ah perfect good catch both!

[dkuzi]

This change introduced the problem with pairwise on spectrahedron. Will take a look at it