Modify the opitimization line search to not return a point with non-finite gradient
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@SteveBronder is already working on this.
Since Jul 31, 2024.
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Description
There are some reports (e.g. https://discourse.mc-stan.org/t/disabling-line-search/36062) optimization returning a point that has finite log density but infinite gradient. The current line search does not check that the gradient is finite. The line search could modified so that when the gradient is non-finite the corresponding log density value is considered to be -Inf and then line search would more likely keep out of problematic areas (I did this in GPstuff software many years ago)
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