Find the global minimum of a smooth function

I have a smooth non-negative function of a parameter theta (attached) which should be minimized with respect to theta; which solver of Matlab derivative-free would you recommend to find the global minimum of that function? At the moment I'm using simulated annealing but it's very slow and I would like to find something more efficient.

Answer 1

[Alan Weiss]

The documentation has recommendations for solvers for nonsmooth problems in the following order (assuming theta is multidimensional):

1. patternsearch
2. fminsearch, if the dimension is not too high
3. ga
4. simulated annealing

You may need to start your solver from a variety of initial points to try to locate a global minimum.

Alan Weiss

MATLAB mathematical toolbox documentation