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DONE algorithm

version 1.0.0.0 (15.5 KB) by Laurens Bliek
Finds the minimum of a function that is perturbed by noise.

2 Downloads

Updated 01 Sep 2017

GitHub view license on GitHub

DONE algorithm version 1.0
Matlab version
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/account/user/csi-dcsc/projects/OP
The main scientific paper for the DONE algorithm can be found at http://ieeexplore.ieee.org/document/7728083/

Cite As

Laurens Bliek (2020). DONE algorithm (https://github.com/lbliek/DONE_Matlab), GitHub. Retrieved .

Comments and Ratings (2)

Matlab

You should note that your "demo" will not run without the Optimization Toolbox (fmincon)

Updates

1.0.0.0

New link to faster c++ implementations

1.0.0.0

Optimization Toolbox required (thanks Carl Witthoft)

1.0.0.0

updated e-mail address

1.0.0.0

Updated title and description.

1.0.0.0

Added avatar

MATLAB Release Compatibility
Created with R2016a
Compatible with any release
Platform Compatibility
Windows macOS Linux