Unconstrained Optimization of a Noisy Function
Updated 9 Mar 2012
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:
James Allison (2023). Unconstrained Optimization of a Noisy Function (https://www.mathworks.com/matlabcentral/fileexchange/35540-unconstrained-optimization-of-a-noisy-function), MATLAB Central File Exchange. Retrieved .
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