Evolution and Optimum Seeking

80 Hill climbing Strategies
Step 2: (Forget second order information)
Replace H (k) H (0) = I
h (k)
i h (0)
i
and v (k) ;g (k) :
=1foralli = 1(1)n
Step 3: (Line search and eventual break-o )
Determine x (k+1) such that
F (x (k+1) ) = min
s fF (x (k) + sv (k) )g:
If F (x (k+1) ) F (x (k) ), end the search with result x (k) and F (x (k) ).
Step 4: (Prepare for inverse Hessian update)
Determine g (k+1) by the above di erence scheme.
Construct y (k) = x (k+1) ; x (k) and z (k) = g (k+1) ; g (k) :
If k>nand v (k)
i