# minimize(method=’BFGS’)

scipy.optimize.minimize(fun, x0, args=(), method=None, jac=None, hess=None, hessp=None, bounds=None, constraints=(), tol=None, callback=None, options=None)

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

  See also

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

  Options:
    ——-
    disp bool

      Set to True to print convergence messages.

    maxiter int

      Maximum number of iterations to perform.

    gtol float

      Terminate successfully if gradient norm is less than gtol.

    norm float

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

    eps float or ndarray

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

    return_all bool, optional

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

    finite_diff_rel_step None 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(x) * max(1, abs(x))`, 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.

    xrtol float, default: 0

      Relative tolerance for x. Terminate successfully if step size is less than `xk * xrtol` where `xk` is the current parameter vector.