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.