Skip to main content

Module bfgs

Module bfgs 

Source
Expand description

BFGS quasi-Newton optimizer.

Implements the Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm for unconstrained minimization. The method maintains an approximation to the inverse Hessian matrix and updates it using rank-2 corrections derived from gradient differences.

Line search is performed using the strong Wolfe conditions via numra_nonlinear::line_search::wolfe_line_search.

Author: Moussa Leblouba Date: 8 February 2026 Modified: 2 May 2026

Structs§

Bfgs
BFGS quasi-Newton optimizer (struct API).

Functions§

bfgs_minimize
Minimize f using the BFGS quasi-Newton method.