Fix strong wolfe branch. (#152)

Author: pkofod

src/strongwolfe.jl

@@ -64,7 +64,7 @@ function (ls::StrongWolfe)(ϕ, dϕ, ϕdϕ,
 
         # Check condition 2
         if abs(dϕ_a_i) <= -c_2 * dϕ_0
-            return a_i, dϕ_a_i
+            return a_i, ϕ_a_i
         end
 
         # Check condition 3

test/issues.jl

@@ -0,0 +1,38 @@
+# https://github.com/JuliaNLSolvers/LineSearches.jl/issues/151
+using LineSearches, LinearAlgebra, Test
+
+A = randn(100, 100)
+x0 = randn(100)
+b = A*x0
+
+# Objective function and gradient
+f(x) = .5*norm(A*x - b)^2
+g!(gvec, x) = (gvec .= A'*(A*x-b))
+fg!(gvec, x) = (g!(gvec, x); return f(x))
+
+# Init
+x = 1f1*randn(100)
+gv = similar(x)
+
+# Line search
+α0 = 1f-3
+ϕ0 = fg!(gv, x)
+s = -1*gv
+dϕ0 = dot(gv, s)
+println(ϕ0, ", ", dϕ0)
+
+# Univariate line search functions
+ϕ(α) = f(x .+ α.*s)
+function dϕ(α)
+    g!(gv, x .+ α.*s)
+    return dot(gv, s)
+end
+function ϕdϕ(α)
+    phi = fg!(gv, x .+ α.*s)
+    dphi = dot(gv, s)
+    return (phi, dphi)
+end
+
+res = (StrongWolfe())(ϕ, dϕ, ϕdϕ, α0, ϕ0, dϕ0)
+@test res[2] > 0
+@test res[2] == ϕ(res[1])