Quasi Newton Methods - BFGS and Least Squares

Learn about Quasi-Newton methods in this 36-minute lecture that explores numerical optimization techniques. Discover the Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorithm, one of the most popular Quasi-Newton approaches for solving unconstrained nonlinear optimization problems. Understand how these methods approximate the Hessian matrix to avoid expensive second derivative calculations, and see their application in least squares problems. This educational content from NPTEL-NOC IITM provides essential knowledge for students and professionals interested in computational mathematics and optimization theory.