Cost Function Noise
Numerical analysis introduces various sources of noise to the cost function. You must provide the optimizer with an estimate of the noise. The noise indicates whether a change during the solution process is significant enough to support achievement of the cost function.
For example, if the cost function c is
where |L11| is the magnitude of the inductance,
at the minimum, |L11| is expected to be very small,
.
From the solution setup, the error in |L11|
is expected to be
.
The perturbed cost function is therefore
Near the minimum, the error in the cost function Ec is given by
Therefore, the cost function noise would be 1.0.