[MRG] SinkhornL1L2Transport bug (#312)

* solve bug

* Linesearch no longer return None as alpha, only 0

Author: ncassereau

ot/optim.py

@@ -77,10 +77,12 @@ def phi(alpha1):
     alpha, phi1 = scalar_search_armijo(
         phi, phi0, derphi0, c1=c1, alpha0=alpha0)
 
-    # scalar_search_armijo can return alpha > 1
-    if alpha is not None:
+    if alpha is None:
+        return 0., fc[0], phi0
+    else:
+        # scalar_search_armijo can return alpha > 1
         alpha = min(1, alpha)
-    return alpha, fc[0], phi1
+        return alpha, fc[0], phi1
 
 
 def solve_linesearch(cost, G, deltaG, Mi, f_val,
@@ -273,8 +275,6 @@ def cost(G):
 
         # line search
         alpha, fc, f_val = solve_linesearch(cost, G, deltaG, Mi, f_val, reg=reg, M=M, Gc=Gc, **kwargs)
-        if alpha is None:
-            alpha = 0.0
 
         G = G + alpha * deltaG
 

test/test_optim.py

@@ -142,7 +142,7 @@ def test_line_search_armijo(nx):
     pk = np.array([[-0.25, 0.25], [0.25, -0.25]])
     gfk = np.array([[23.04273441, 23.0449082], [23.04273441, 23.0449082]])
     old_fval = -123
-    # Should not throw an exception and return None for alpha
+    # Should not throw an exception and return 0. for alpha
     alpha, a, b = ot.optim.line_search_armijo(
         lambda x: 1, nx.from_numpy(xk), nx.from_numpy(pk), nx.from_numpy(gfk), old_fval
     )
@@ -151,7 +151,7 @@ def test_line_search_armijo(nx):
     )
     assert a == anp
     assert b == bnp
-    assert alpha is None
+    assert alpha == 0.
 
     # check line search armijo
     def f(x):