The following Matlab project contains the source code and Matlab examples used for unconstrained optimization of a noisy function. 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
The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.