Only return alpha in _hzI12 (#124)

* Update mayterminate reference instead of returning the value

* Test infinite failure

src/initialguess.jl

@@ -225,15 +225,16 @@ function _hzI12(alpha::T,
 
     iterfinite = 1
     while !isfinite(phitest)
-        alphatest = psi3 * alphatest
+        if iterfinite >= iterfinitemax
+            mayterminate[] = true
+            return T(0)
+            # TODO: Throw error / LineSearchException instead?
+            # error("Failed to achieve finite test value; alphatest = ", alphatest)
+        end
 
+        alphatest = psi3 * alphatest
         phitest = ϕ(alphatest)
-
         iterfinite += 1
-        if iterfinite >= iterfinitemax
-            return T(0), true
-            #             error("Failed to achieve finite test value; alphatest = ", alphatest)
-        end
     end
     a = ((phitest-phi_0)/alphatest - dphi_0)/alphatest  # quadratic fit
 

test/initial.jl

@@ -29,6 +29,11 @@
     is(ls, state, phi_0, dphi_0, df)
     @test state.alpha == 0.4999999999999999
     @test ls.mayterminate[] == true
+    dfinf = NLSolversBase.NonDifferentiable(x->Inf, x)
+    is = InitialHagerZhang(α0 = 1.0)
+    is(ls, state, phi_0, dphi_0, dfinf)
+    @test state.alpha == 0
+    @test ls.mayterminate[] == true
 
     # Test Static unscaled
     ls = HagerZhang()