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Unconstrained Optimization of a Noisy Function

version 1.0.0.0 (3.03 KB) by James Allison
Demonstration of finding the minimum of a noisy function using gradient-based optimization.

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Updated 09 Mar 2012

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This model was developed for use in teaching optimization in graduate engineering courses. It demonstrates one approach for attempting to find the minimum of noisy functions using gradient-based optimization. A corresponding video can be found at:

http://www.youtube.com/watch?v=f2XTnXyQz6Q

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MATLAB Release Compatibility
Created with R2011b
Compatible with any release
Platform Compatibility
Windows macOS Linux