GitHub - csi-dcsc/DONE_Matlab: Slow but open-source Matlab implementation of the DONE algorithm, for minimizing functions perturbed by noise.

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Slow but open-source Matlab implementation of the DONE algorithm, for minimizing functions perturbed by noise.

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DONE.m		DONE.m
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demo.m		demo.m
readme.txt		readme.txt

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DONE algorithm version 1.0
Matlab version (https://nl.mathworks.com/matlabcentral/fileexchange/61288-done-algorithm)

Laurens Bliek & Hans Verstraete, 2015

DONE minimizes a function that may suffer from noise, by approximating the function with a random Fourier expansion.

Please contact l.bliek@tudelft.nl for questions and comments.

This implementation is meant to make it as clear as possible what is going on inside the algorithm. This results in a slow implementation. For faster implementations, please use the C++ dlls available at https://bitbucket.org/csi-dcsc/pydonec

The main scientific paper for the DONE algorithm can be found at http://ieeexplore.ieee.org/document/7728083/