The following text describes the development of the problem of the choice of the best of all possible worlds as a fruitful methodological means. It begins with Leibniz’metaphysical formulation and demonstrates that already Leibniz used it in order to solve scientific problems. As an example his derivation of the laws of geometric optics will be analyzed. The first step beyond Leibniz is given by the Principle of least action of Maupertuis. It is the first mathematical formulation of the possible world problem and draws the attention from metaphysics to natural philosophy. The survey ends with Euler’s endeavor to base the scientific research on two methods called by him direct and indirect method. Finally the controversy on the priority of the Principle of least action will be discussed. It took place in the middle of the eighteenth century at the Berlin academy of science and was reanimated in our days. It will be demonstrated that all the historical discussions, which focussed on the alleged Leibniz-letter could not solve the problem, whereas its analysis from the point of view of this paper sheds new light on it. It allows for a better understanding of the positions of Maupertuis and Euler in the historical controversy.