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I can't find in the documentation the list of methods available to NMinimize[]. Is there a way to get this? The NMinimize page in Documentation Center mentions only Method -> "DifferentialEvolution".

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closed as off-topic by belisarius, Michael E2, Sjoerd C. de Vries, RunnyKine, The Toad Nov 6 '13 at 15:35

This question appears to be off-topic. The users who voted to close gave this specific reason:

  • "This question arises due to a simple mistake such as a trivial syntax error, incorrect capitalization, spelling mistake, or other typographical error and is unlikely to help any future visitors, or else it is easily found in the documentation." – belisarius, Michael E2, Sjoerd C. de Vries, RunnyKine, The Toad
If this question can be reworded to fit the rules in the help center, please edit the question.

If you click on "Details and Options" you'll see the whole list. –  b.gatessucks Nov 6 '13 at 11:25
Indeed, the last bullet of that sections reads: Possible settings for the Method option include "NelderMead", "DifferentialEvolution", "SimulatedAnnealing", and "RandomSearch". I note that it uses the tantalizing words "possible" and "includes", suggesting there might be many more settings. –  Sjoerd C. de Vries Nov 6 '13 at 11:29
Yes, it is not very clear. I have also found on the page tutorial/ConstrainedOptimizationGlobalNumerical the following line: NMinimize and NMaximize have several optimization methods available: Automatic, "DifferentialEvolution", "NelderMead", "RandomSearch", and "SimulatedAnnealing". I assumed there could be more methods available. –  shrx Nov 6 '13 at 11:31
You should read these tutorials Numerical Nonlinear Global Optimization and Numerical Nonlinear Global Optimization Examples. –  Artes Nov 6 '13 at 11:31
An other question would be: Is it possible to use something like foo::Method in order to know the different methods available? –  Öskå Nov 6 '13 at 11:44

1 Answer 1

up vote 9 down vote accepted

The complete list of possible methods is given by Optimization`NMinimizeDump`$Methods:

 (* -> {Automatic, DifferentialEvolution, NelderMead, 
        SimulatedAnnealing, RandomSearch, NonlinearInteriorPoint} *)

As you can see, there is one undocumented method: NonlinearInteriorPoint. The probable reason for its being undocumented is that by itself it is not very effective as a global minimizer, so it is used instead as a postprocessing step for the other methods in order to ensure that constraints are properly enforced.

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