Ensure line search step is always a decrease

JanLuca · JanLuca · commit f7cbfc8e63e1 · 2025-02-21T09:21:06.000+01:00
diff --git a/varipeps/optimization/line_search.py b/varipeps/optimization/line_search.py
@@ -600,7 +600,9 @@ def line_search(
             )
 
             if descent_new_grad >= hz_wolfe_2_right:
-                if hz_wolfe_1_left >= hz_wolfe_1_right:
+                if hz_wolfe_1_left >= hz_wolfe_1_right and new_value <= (
+                    current_value + varipeps_config.line_search_hager_zhang_eps
+                ):
                     break
 
                 hz_approx_wolfe_left = (

Original file line number	Diff line number	Diff line change
`@@ -600,7 +600,9 @@ def line_search(`
`600`	`600`	`)`
`601`	`601`
`602`	`602`	`if descent_new_grad >= hz_wolfe_2_right:`
`603`		`- if hz_wolfe_1_left >= hz_wolfe_1_right:`
	`603`	`+ if hz_wolfe_1_left >= hz_wolfe_1_right and new_value <= (`
	`604`	`+ current_value + varipeps_config.line_search_hager_zhang_eps`
	`605`	`+ ):`
`604`	`606`	`break`
`605`	`607`
`606`	`608`	`hz_approx_wolfe_left = (`