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
fusing the BFGS quasi-Newton method.