Use the best value for phi.

dhendryc · Sep 4, 2024 · 8688e8a · 8688e8a
1 parent 8097a37
commit 8688e8a
Showing 1 changed file with 4 additions and 2 deletions.
diff --git a/src/blended_pairwise.jl b/src/blended_pairwise.jl
@@ -425,7 +425,8 @@ function blended_pairwise_conditional_gradient(
         grad!(gradient, x)
         v = compute_extreme_point(lmo, gradient)
         primal = f(x)
-        phi = fast_dot(x, gradient) - fast_dot(v, gradient)
+        phi_new = fast_dot(x, gradient) - fast_dot(v, gradient)
+        phi = phi_new < phi ? phi_new : phi
         tt = last
         tot_time = (time_ns() - time_start) / 1e9
         if callback !== nothing
@@ -458,6 +459,7 @@ function blended_pairwise_conditional_gradient(
         v = compute_extreme_point(lmo, gradient)
         primal = f(x)
         dual_gap = fast_dot(x, gradient) - fast_dot(v, gradient)
+        dual_gap = dual_gap < phi ? dual_gap : phi 
     end
     tt = pp
     tot_time = (time_ns() - time_start) / 1e9
@@ -466,7 +468,7 @@ function blended_pairwise_conditional_gradient(
             t,
             primal,
             primal - dual_gap,
-            phi,
+            dual_gap,
             tot_time,
             x,
             v,