matbesancon/MathOptSetDistances.jl

Exponential cone projection gradient

joaquimg opened this issue · 2 comments

given v = [0.04, -3, 11]

the heuristic in _exp_cone_proj_case_4 returns [0, 0, 11]
then NaN is returned in projection_gradient_on_set because there is a division by the second element of such array in the sequence....

cc @matbesancon @tjdiamandis

In #60 I added:
_exp_cone_heuristic_projection_grad
With gradients of the heuristic projections, otherwise, we might get division by zero.

@joaquimg good to close this right?