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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
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