Dakota Reference Manual: bfgs

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bfgs

Use BFGS method to compute quasi-hessians

## Specification

Alias: none

Argument(s): none

Child Keywords:

| Required/Optional | Description of Group | Dakota Keyword | Dakota Keyword Description
--- | --- | --- | --- | ---
| Optional | damped | Numerical safeguarding for BFGS updates

## Description

Broyden-Fletcher-Goldfarb-Shanno (BFGS) update will be used to compute quasi-Hessians.

where is the approximation to the Hessian, is the step and is the corresponding yield in the gradients.

Notes

- Initial scaling of is used for prior to the first update.
- Numerical safeguarding is used to protect against numerically small denominators within the updates.
- This safeguarding skips the update if
- Additional safeguarding can be added using the `damped` option, which utilizes an alternative damped BFGS update when the curvature condition is nearly violated.