Concept BFGS Methodis a secant updating methods of quasi-Newton’s method. take 𝐵0=𝐼 or initial guess of 𝐻. solve 𝐵𝑘𝑠𝑘=−∇𝑓(𝑥𝑘) 𝑥{𝑘+1}=𝑥𝑘+𝑠𝑘 𝑦𝑘=∇𝑓(𝑥𝑘+1)−∇𝑓(𝑥𝑘) 𝐵𝑘+1=𝐵𝑘+𝑦𝑘𝑦𝑇𝑘𝑦𝑇𝑘𝑠𝑘−𝐵𝑘𝑠𝑘𝑠𝑇𝑘𝐵𝑘𝑠𝑇𝑘𝐵𝑘𝑠𝑘 repeat this.