BF: KKT condition was wrong

jonathan-taylor · jonathan-taylor · commit be84df2690dc · 2017-08-18T16:23:09.000-07:00
diff --git a/selectiveInference/src/debias.c b/selectiveInference/src/debias.c
@@ -95,7 +95,7 @@ int check_KKT(double *theta,       /* current theta */
 
   int irow;
   int fail = 0;
-  double tol = 1.e-4;
+  double tol = 1.e-6;
   double *theta_ptr, *gradient_ptr_tmp;
   double gradient;
 
@@ -111,10 +111,10 @@ int check_KKT(double *theta,       /* current theta */
     }
 
     if (*theta_ptr != 0) { // these coordinates of gradients should be equal to -bound
-      if ((*theta_ptr > 0) &&  (fabs(gradient + bound) > (1. + tol) * bound)) {
+      if ((*theta_ptr > 0) &&  (fabs(gradient + bound) > tol * bound)) {
 	fail += 1;
       }
-      else if ((*theta_ptr < 0) && (fabs(gradient - bound) > (1. + tol) * bound)) {
+      else if ((*theta_ptr < 0) && (fabs(gradient - bound) > tol * bound)) {
 	fail += 1;
       }
     }

Original file line number	Diff line number	Diff line change
`@@ -95,7 +95,7 @@ int check_KKT(double theta, / current theta */`
`95`	`95`
`96`	`96`	`int irow;`
`97`	`97`	`int fail = 0;`
`98`		`- double tol = 1.e-4;`
	`98`	`+ double tol = 1.e-6;`
`99`	`99`	`double theta_ptr, gradient_ptr_tmp;`
`100`	`100`	`double gradient;`
`101`	`101`
`@@ -111,10 +111,10 @@ int check_KKT(double theta, / current theta */`
`111`	`111`	`}`
`112`	`112`
`113`	`113`	`if (*theta_ptr != 0) { // these coordinates of gradients should be equal to -bound`
`114`		`- if ((theta_ptr > 0) && (fabs(gradient + bound) > (1. + tol) bound)) {`
	`114`	`+ if ((theta_ptr > 0) && (fabs(gradient + bound) > tol bound)) {`
`115`	`115`	`fail += 1;`
`116`	`116`	`}`
`117`		`- else if ((theta_ptr < 0) && (fabs(gradient - bound) > (1. + tol) bound)) {`
	`117`	`+ else if ((theta_ptr < 0) && (fabs(gradient - bound) > tol bound)) {`
`118`	`118`	`fail += 1;`
`119`	`119`	`}`
`120`	`120`	`}`