We present a modification of the Hybrid Monte Carlo algorithm for tackling the critical slowing down of generating Markov chains of lattice gauge configurations towards the continuum limit. We propose a new method to exchange information within an ensemble of Markov chains, and use it to construct an approximate inverse Hessian matrix of the action inspired from quasi-Newton algorithms for optimization. The kinetic term of the molecular dynamics evolution includes the approximate Hessian for long distance couplings among the momenta. We show the result of applying the new algorithm to the U(1) gauge theory in two dimensions, and discuss our future
plans.