This message is generated when the gradient of the objective function is zero to within numerical error at a point that is checked by the algorithm.
If the function has a minimum, this error can often be corrected by choosing different starting values, or by giving two starting values for each variable.
Off[message] switches off the message; On[message] switches it on. For example: Off[FindMinimum::fmgz].
Examples
Basic Examples(1)
The starting point corresponds to a saddle point:
The minimum is computed without difficulty if different starting values are used: