Greg's House of Treats

In addition to the wikipedia articles, I found these nice notes:

http://www.math.mtu.edu/~msgocken/ma5630spring2003/lectures.html
http://www.math.mtu.edu/~msgocken/ma5630spring2003/lectures/

Also these:

http://www.srl.gatech.edu/education/ME6103/Quasi-Newton.ppt

This looks really hands on:

http://hal3.name/docs/daume04cg-bfgs.pdf

A nice looking implementation.  Also, check references on this one, esp. for line search code:

http://www.chokkan.org/software/liblbfgs/

Matlab implementations of several optimizers:

http://www4.ncsu.edu/~ctk/matlab_darts.html

Another lbfgs implementation:

http://www.cs.umd.edu/~oleary/LBFGS/

Another paper describing LBFGS

http://www.fs.utm.my/matematika/images/stories/matematika/200117103.pdf

A survey of truncated newton methods

http://iris.gmu.edu/~snash/nash/assets/TN_Survey/tn_survey.html