This enforces a convergence criteria

and

:
This enforces a convergence criteria

and

, which is not achievable with the default machine-precision computation:
Setting a high
WorkingPrecision makes the process convergent:
Record all the points evaluated during the solution process of a function with a ring of minima:
Plot all the visited points that are close in objective function value to the final solution:
Specifying a non-default method could give a better solution:
Steps taken by
NMinimize in finding the minimum of the classic Rosenbrock function:
With the working precision set to

, by default
AccuracyGoal and
PrecisionGoal are set to

: