An Investigation of the Hybridization of DE and BFGS Algorithms
Table 2: Pseudocode of the BFGS algorithm
Line | Pseudocode |
1 | Set a starting point, the accuracy, and initial approximation of Hessian |
2 | while stop criteria is not satisfied do |
3 | Calculate a search direction using the finite difference approximation of gradients |
4 | Calculate the step length along the direction using the line search for satisfying Wolfe conditions |
5 | Update the Hessian approximation |
6 | end while |