So I’m doing some benchmarking of a method for numerical optimization in Mathematica and I’m getting some inconsistent results when I use the Method->Automatic specification with FindMinimum. What I want to do is check what method it is choosing. I know I can use AbsoluteOptions[] to extract the choices from a some output, like a Graphics object, but this doesn’t work with FindMinimum, ie
AbsoluteOptions[ Findminimum[ f[x], {x, 0.}, Method->Automatic ], Method ]
doesn’t work. Can I do this?
I don’t think there is a general way to find what method is used by numerical functions, other than reading the documentation. The documentation on unconstrained optimization is pretty good, though. There it says:
Additionally, for constrained problems the interior point method is used. If the problem is linear (objective and constraints) linear programming will be used. (LP itself has, I think, three methods that are used, depending on size and other features.)