A simple question: what is the meaning of the standard option (Automatic) for SearchPoints within the DifferentialEvolution method?

I see in the Mathematica help that SearchPoints -> Automatic has different meanings depending on the method for global optimization, say for RandomSearch it is "min(10 d,100), where d is the number of variables". For SimulatedAnnealing it is min(2 d,50). And for DifferentialEvolution? The same help page (whose title is "Numerical Nonlinear Global Optimization" does not explain this).


2 Answers 2


Using Trace we find that default value of the suboption "SearchPoints" is Min[10 d, 50]:

Trace[NMinimize[{y + x + (1 - x)^2, x^2 + y^2 <= 1}, {x, y}, 
  Method -> {"DifferentialEvolution"}], 
 _[Optimization`NMinimizeDump`searchpoints, _], TraceInternal -> True]

{{{{{{{{{{{{{{{{{{{{{{{{Optimization`NMinimizeDump`searchpoints = If[Optimization`NMinimizeDump`initpts === Automatic, Min[10 Optimization`NMinimizeDump`dim, 50], Max[Min[10 Optimization`NMinimizeDump`dim, 50], Length[Optimization`NMinimizeDump`initpts]]], Optimization`NMinimizeDump`searchpoints = 20}}}}}}}}}}}}}}}}}}}}}}}}

The variable name Optimization`NMinimizeDump`searchpoints is found by searching for the term "SearchPoints" in the huge output from

Trace[NMinimize[{y + x + (1 - x)^2, x^2 + y^2 <= 1}, {x, y}, 
  Method -> {"DifferentialEvolution"}], TraceInternal -> True]`.

Option processing may also be inspected in optionCheck[]:


 NMinimize`DifferentialEvolution, caller_, l,_] :=
  If[SameQ[searchpoints, Automatic],
        searchpoints = If[
                SameQ[initpts, Automatic],
                Min[10 * dim, 50],
                Max[Min[10 * dim, 50], Length @ initpts]

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