Broyden–Fletcher–Goldfarb–Shanno algorithm

The Broyden - Fletcher- Goldfarb - Shanno ( BFGS ) method is a numerical method for solving nonlinear optimization problems. The method was developed independently by mathematicians Broyden, Fletcher, Goldfarb and Shanno in 1970 and published in four scientific articles.

It belongs to the group of quasi -Newton method. As such, it prevents the direct calculation of the Hessian matrix by approximating the Hessian matrix iteratively.