An alternative strategy suggested by Parks [49] is to generate solutions according to the formula:
where is now a
vector of random numbers in the range
and
is a diagonal matrix
which defines the maximum change allowed in each variable. After a
successful trial, i.e. after an accepted change in the solution,
is updated:
where and
perform similar roles and
is a
diagonal matrix the elements of which consist of the magnitudes of
the successful changes made to each control variable. This tunes the
maximum step size associated with each control variable towards a
value giving acceptable changes.