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4.1.1 Solution Representation and Generation     continued...

where matrix measures the covariance of the path actually followed and the damping constant controls the rate at which information from is folded into with weighting . One drawback of this scheme is that the solution of equation (65), which must be done every time is updated, can represent a substantial computational overhead for problems with high dimensionality. In addition, because the probability of an objective function increase being accepted, given by equation (63), does not reflect the size of the step taken, must be estimated afresh every time the system temperature is changed.