Unconstrained Optimization of a Noisy Function

Demonstration of finding the minimum of a noisy function using gradient-based optimization.
Updated 9 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:


Cite As

James Allison (2024). Unconstrained Optimization of a Noisy Function (https://www.mathworks.com/matlabcentral/fileexchange/35540-unconstrained-optimization-of-a-noisy-function), MATLAB Central File Exchange. Retrieved .

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