Function bfgs::bfgs

pub fn bfgs<F, G>(x0: Array1<f64>, f: F, g: G) -> Result<Array1<f64>, ()> where
    F: Fn(&Array1<f64>) -> f64,
    G: Fn(&Array1<f64>) -> Array1<f64>, 

Returns a value of x that should minimize f. f must be convex and twice-differentiable.

• x0 is an initial guess for x. Often this is chosen randomly.
• f is the objective function
• g is the gradient of f