In the original Qiskit QAOA implementation, the sample uses COBYLA as the classical optimizer in the following code segment:
from scipy.optimize import minimize
expectation = get_expectation(G)
res = minimize(expectation, [1.0, 1.0], method='COBYLA')
res
However, if I try to use BFGS, the optimizer does not optimize my angles. I know that you can pass a jacobian function, but I believe that the documentation says that this is optional for BFGS.