Animal geneticists predict higher genetic responses to selection by increasing the accuracy of selection using BLUP with information on relatives. Comparison of different selection methods is usually made with the same total number tested and with the same number of parents and mating structure so as to give some acceptable (low) level of inbreeding. Use of family information by BLUP results in the individuals selected being more closely related, and the levels of inbreeding are increased, thereby breaking the original restriction on inbreeding. An alternative is to compare methods at the same level of inbreeding. This would allow more intense selection (fewer males selected) with the less accurate methods. Stochastic simulation shows that, at the same level of inbreeding, differences between the methods are much smaller than if inbreeding is unrestricted. If low to moderate inbreeding levels are targeted, as in a closed line of limited size, then selection on phenotype can yield higher genetic responses than selection on BLUP. Extra responses by BLUP are at the expense of extra inbreeding. The results derived here show that selection on BLUP of breeding values may not be optimal in all cases. Thus, current theory and teaching on selection methods are queried. Revision of the methodology and a reappraisal of the optimization results of selection theory are required.