Limitations of method and evaluation A (master) thesis about the development and assessment of an algorithm has some limitations. The method chapter is organized as follows:


Algorithm Description
Simulated Scenarios
Evaluation method


The algorithm itself is not optimal and potential flaws exist in some modules.
The simulated scenarios were selected in order to create a representative assessment, but are not covering the entire range of possible conditions.
The evaluation method is based on a number of simplifications which might lead to faulty final results.

To make sure it doesn't seem like I'm hiding something, I would like to describe all of these limitations. Where would this fit best? In the individual sections of the Method chapter? Could I title the chapter after methods "Results and Discussion" and mention it there? Or in the conclusion?
Since the limitations you describe are related to the coverage of the scenarios, I would describe them in the "simulated scenarios" section. If you really have a lot of content about these limitations, then it deserves its own section in the method chapter.

Then in the discussion part you can mention them again if relevant, e.g. "it's possible that results would differ if..." with a ref to the method chapter.

Traditionally the conclusion is a summary of your findings and a description of further work. If relevant you could mention "cover more scenarios" in the latter, but that's not where the explanations about the limitations should be.