line_search_armijo throws exception

[panispani]

Describe the bug

scipy.optimize.linesearch.scalar_search_armijo can return alpha=None. In optim.py:line_search_armijo as part of a previous issue #184, we restrict the value of alpha to be at most 1 with min(1, alpha) but this throws an Exception when alpha is None.

Expected behavior

Return None instead of throwing an Exception

Output of the following code snippet:

import platform; print(platform.platform())
import sys; print("Python", sys.version)
import numpy; print("NumPy", numpy.__version__)
import scipy; print("SciPy", scipy.__version__)
import ot; print("POT", ot.__version__)

'''
Darwin-19.2.0-x86_64-i386-64bit
Python 3.7.7 (default, May  6 2020, 04:59:01)
[Clang 4.0.1 (tags/RELEASE_401/final)]
NumPy 1.18.1
SciPy 1.2.1
POT 0.7.0
'''

Additional context

POT/ot/optim.py

Line 72 in acfff52

return min(1, alpha), fc[0], phi1

[rflamary]

Closed in #199