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DONE algorithm

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


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 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
The main scientific paper for the DONE algorithm can be found at

Cite As

Laurens Bliek (2020). DONE algorithm (, GitHub. Retrieved .

Comments and Ratings (2)


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


New link to faster c++ implementations

Optimization Toolbox required (thanks Carl Witthoft)

updated e-mail address

Updated title and description.

Added avatar

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