Research Article
Hybridization of Adaptive Differential Evolution with an Expensive Local Search Method
Algorithm 1
Pseudocode of BFGS method [
23].
Input: error: desired accuracy; | : number of iterations. | x: the starting vector. | H: The Hessian matrix, initalize as identity matrix. | (1) . | (2) while do | (3) Find the difference ; | (4) Compute the difference of gradients ; | (5) if and then | (6) ; | (7) ; | (8) Revise the Hessian matrix as: | | (9) end if | (10) Compute the search direction by using the current Hessian matrix ; | (11) Calculate by golden section method [23]; | (12) ; | (13) end while | Output: is the output of the algorithm. |
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