Question

I have a certain function that calculates numerically, for every $x \in [0,10]$, a value $y\geq 0$. I want to find an approximate minimum point of that function. A possible solution is to calculate $y$ for e.g. 10000 values of $x$ in the range $[0,3]$ and return the $x$ for which $y$ is smallest. I am looking for fastest solutions.

I know that the general shape of the function is like the following plot: plot of function

I.e, it is like a function with a single minimum point, but with some added random noise of bounded size. Without the noise, I could easily find the minimum point using gradient methods, but with noise gradients seem useless. What other search algorithm can I use here?

NOTE: Naturally the approximation quality can depend on the noise size, for example, in the above plot, any answer between $\approx 0.3$ and $\approx 0.7$ would be considered good enough.

No correct solution

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