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.