Unnecessary evaluation when line search is determined to have failed

[zhangyi-hu]

breeze/math/src/main/scala/breeze/optimize/StrongWolfe.scala

Line 116 in 1dbf3f8

if (t.isNaN) throw new FirstOrderException(s"Line search zoom failed")

The throw can happen as soon as we find that t is Nan.

    val t = if (low.t > hi.t) interp(hi, low) else interp(low, hi)
     // Evaluate objective at t, and build bracket
    val c = phi(t)
    //logger.debug("ZOOM:\n c: " + c + " \n l: " + low + " \nr: " + hi)
    logger.info(
      "Line search t: " + t + " fval: " + c.fval +
        " rhs: " + (fval + c1 * c.t * dd) + " cdd: " + c.dd)

    if (t.isNaN) throw new FirstOrderException(s"Line search zoom failed")