BFGS算法(BFGS algorithm)，是一种逆秩2拟牛顿法。Hk+，满足拟牛顿方程的逆形式Hk+}少一、k=s.当Hk正定且(，'，少)}0时Hkh，也正定，因此，由BFGS修正确定的算法xk+} - xk - HkF Cxk)是具有正定性、传递性的拟牛顿法，它也是无约束优化中最常用的、最稳定的算法之一这种算法是布罗依丹(Broy-den,C. G.)于1969年，以及弗莱彻(Fletcher , R. ) ,戈德福布(Goldforb,D. )、香诺(Shan no, D. F.)于1970年分别得到的，故称为BFGS算法.(The BFGS algorithm is an inverse rank 2 quasi-Newton method.Hk +, to satisfy the inverse form of the quasi-Newton equation Hk +} less one, k = s. When Hk is definite and (, ', less)} 0 Hkh, is also positive definite, therefore, the algorithm determined by the BFGS correction xk +} - xk - HkF Cxk) is a quasi-Newton method with positive definiteness and transitivity. It is also one of the most commonly used and most stable algorithms in unconstrained optimization. This algorithm was Broy-den (CG) in 1969, and Fletcher (R.), Goldforb (D.), and Shanno (DF) were obtained in 1970 respectively, hence the BFGS algorithm.)