DONE algorithm

Finds the minimum of a function that is perturbed by noise.

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 [e-mail] 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/