How can I check for the accuracy of numerical result to optimization problem?
Or when is this possible?
Intuitively it could be possible at least to some extent, when one knows how to find analytic solutions or analytic approximations.
However, what if one just starts with some numerical solution, but the problem is e.g. non-linear. Then is there anyway to know, whether one can trust the optimization routine to have found the correct answer and not some other?