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

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