# QuantLib_BFGS man page

BFGS — Broyden-Fletcher-Goldfarb-Shanno algorithm.

## Synopsis

`#include <ql/math/optimization/bfgs.hpp>`

Inherits LineSearchBasedMethod.

### Public Member Functions

BFGS(const boost::shared_ptr<LineSearch> &lineSearch=boost::shared_ptr<LineSearch>())

## Detailed Description

Broyden-Fletcher-Goldfarb-Shanno algorithm.

See http://en.wikipedia.org/wiki/BFGS_method.

Adapted from Numerical Recipes in C, 2nd edition.

User has to provide line-search method and optimization end criteria.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

BFGS(3) is an alias of QuantLib_BFGS(3).