Fix DomainError and calculate number of f/g evaluations correctly in MoreThuente (#76)

* Count nfev correctly

* Fix DomainError for sqrt

Author: anriseth

src/morethuente.jl

@@ -230,13 +230,16 @@ function _morethuente!(df,
 
     f = NLSolversBase.value_gradient!(df, x_new)
     gdf = NLSolversBase.gradient(df)
+    nfev += 1 # This includes calls to f() and g!()
     iterfinite = 0
     while (!isfinite(f) || any(.!isfinite.(gdf))) && iterfinite < iterfinitemax
         iterfinite += 1
         stp = 0.5*stp
         @. x_new = x + stp*s
         f = NLSolversBase.value_gradient!(df, x_new)
         gdf = NLSolversBase.gradient(df)
+        nfev += 1 # This includes calls to f() and g!()
+
         # Make stpmax = (3/2)*stp < 2stp in the first iteration below
         stx = (7/8)*stp
     end
@@ -289,12 +292,12 @@ function _morethuente!(df,
 
         f = NLSolversBase.value_gradient!(df, x_new)
         gdf = NLSolversBase.gradient(df)
+        nfev += 1 # This includes calls to f() and g!()
 
         if isapprox(norm(gdf), 0.0) # TODO: this should be tested vs Optim's g_tol
             return stp
         end
 
-        nfev += 1 # This includes calls to f() and g!()
         dg = vecdot(gdf, s)
         push!(lsr, stp, f, dg)
         ftest1 = finit + stp * dgtest
@@ -564,8 +567,8 @@ function cstep(stx::Real, fx::Real, dgx::Real,
       # The case gamma = 0 only arises if the cubic does not tend
       # to infinity in the direction of the step
       #
-      #
-      gamma = (s > zero(s)) ? s * sqrt((theta / s)^2 - (dgx / s) * (dg / s)) : zero(s)
+      # # Use NaNMath in case s == zero(s)
+      gamma = s * sqrt(NaNMath.max(zero(s), (theta / s)^2 - (dgx / s) * (dg / s)))
 
       if stp > stx
           gamma = -gamma