# minimize(method=’BFGS’)¶

scipy.optimize.minimize(fun, x0, args=(), method='BFGS', jac=None, tol=None, callback=None, options={'gtol': 1e-05, 'norm': inf, 'eps': 1.4901161193847656e-08, 'maxiter': None, 'disp': False, 'return_all': False, 'finite_diff_rel_step': None})

Minimization of scalar function of one or more variables using the BFGS algorithm.

For documentation for the rest of the parameters, see scipy.optimize.minimize

Options
dispbool

Set to True to print convergence messages.

maxiterint

Maximum number of iterations to perform.

gtolfloat

Gradient norm must be less than gtol before successful termination.

normfloat

Order of norm (Inf is max, -Inf is min).

epsfloat or ndarray

If jac is None the absolute step size used for numerical approximation of the jacobian via forward differences.

return_allbool, optional

Set to True to return a list of the best solution at each of the iterations.

finite_diff_rel_stepNone or array_like, optional

If jac in [‘2-point’, ‘3-point’, ‘cs’] the relative step size to use for numerical approximation of the jacobian. The absolute step size is computed as h = rel_step * sign(x0) * max(1, abs(x0)), possibly adjusted to fit into the bounds. For method='3-point' the sign of h is ignored. If None (default) then step is selected automatically.

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