FindFit and FindMinimum both have a PerformanceGoal option. It is not documented. What does it do?

This option is present in Options[FindMinimum] in Mathematica 12.0 and 12.1.

  • $\begingroup$ In both cases I get an error: "Unknown option PerformanceGoal..." with Mathematica 11.2. Which version do you use? $\endgroup$ – Hans Olo Apr 7 '20 at 17:58
  • $\begingroup$ @Rebel-Scum It's present in 12.0+. $\endgroup$ – Szabolcs Apr 7 '20 at 18:02
  • 2
    $\begingroup$ In 12.1 only, the format of the output is different. FindMinimum[Cos[x], {x, 3}, PerformanceGoal -> "Speed"] gives {-1., {3.14159}} and not {-1., {x -> 3.14159}}. $\endgroup$ – Szabolcs Apr 7 '20 at 18:03
  • 4
    $\begingroup$ That the structure of the result changes strikes me as a bug. This is more serious than lack of documentation for an input that is accepted as an option. This would break any code that expects the second part to be a list of rules. $\endgroup$ – Bob Hanlon Apr 7 '20 at 18:37
  • 3
    $\begingroup$ The incorrect form of the result is most certainly a bug. In terms of what the option does, it affects some of the convex optimization methods. As usual for PerformanceGoal, it influences the automatic selection of method and choice of tolerance for a tradeoff between accuracy and speed. $\endgroup$ – ilian Apr 7 '20 at 20:22

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.