Estimate Noise in the Model

Type

Selection

Range

The settings listed below

Default

No

This option can be used to enable an estimate of the noise in the model when using finite-difference gradients. Possible values are:

• No

• Yes

• Yes with curvature factor

This noise estimate can then be used to set a finite-difference steplength appropriate for the estimated noise level. This can improve performance on models with noise (e.g. noisy black-box optimization models). The cost of the noise estimation procedure is usually a few extra function evaluations.