Is it possible to apply hill-climbing algorithm to Diffie–Hellman? If Eve intercepts all the values communicated between Alice and Bob in a Diffie–Hellman key exchange, and applies the hill-climbing algorithm to reverse the modulo function, how will the algorithm know whether it is following the right path?
NO, we can't apply an hill-climbing algorithm to Diffie–Hellman.

In order to break Diffie-Hellman key exchange, it is enough for Eve to reverse exponentiation modulo the public prime $p$; that is, given $g^x\bmod p$, find $x$. That's the Discrete Logarithm Problem.

We do not know that hill-climbing can help for that (or the slightly less general DH problem). One reason is that in the DLP, we have no known way to estimate if a guess of $x$ is close or far from the solution (contrary to what happens for the continuous logarithm problem). Hill-climbing is nice when it works; but in crypto, it tends to work only against weak/broken systems.