DONE

The Data-based Online Nonlinear Extremumseeker (DONE) algorithm is a black-box optimization algorithm. DONE models the unknown cost function and attempts to find an optimum of the underlying function. The DONE algorithm is suitable for optimizing costly and noisy functions and does not require derivatives. An advantage of DONE over similar algorithms, such as Bayesian optimization, is that the computational cost per iteration is independent of the number of function evaluations.