The Broyden-Fletcher-Goldfarb-Shanno (BFGS) method in .NET (C# and Visual Basic)

The BFGS routine optimizes a scalar function without constraints. In contrast to the Newton method it utilizes an approximation to the second derivative matrix, the Hessian. For more details please see the Wikipedia article.

A simple Example for the BFGS method

Here is a simple example with a quadratic function.

Find out more about unconstrained optimization routines and the APIs of the BFGS method.