Abstract-This paper analyzes DONE, an online optimization algorithm that iteratively minimizes an unknown function based on costly and noisy measurements. The algorithm maintains a surrogate of the unknown function in the form of a random Fourier expansion (RFE). The surrogate is updated whenever a new measurement is available, and then used to determine the next measurement point. The algorithm is comparable to Bayesian optimization algorithms, but its computational complexity per iteration does not depend on the number of measurements. We derive several theoretical results that provide insight on how the hyper-parameters of the algorithm should be chosen. The algorithm is compared to a Bayesian optimization algorithm for an analytic benchmark problem and three applications, namely, optical coherence tomography, optical beam-forming network tuning, and robot arm control. It is found that the DONE algorithm is significantly faster than Bayesian optimization in the discussed problems, while achieving a similar or better performance.

In this report, which is an international collaboration of OCT, adaptive optics, and control research, we demonstrate the data-based online nonlinear extremum-seeker (DONE) algorithm to guide the image based optimization for wavefront sensorless adaptive optics (WFSL-AO) OCT for in vivo human retinal imaging. The ocular aberrations were corrected using a multi-actuator adaptive lens after linearization of the hysteresis in the piezoelectric actuators. The DONE algorithm succeeded in drastically improving image quality and the OCT signal intensity, up to a factor seven, while achieving a computational time of 1 ms per iteration, making it applicable for many high speed applications. We demonstrate the correction of five aberrations using 70 iterations of the DONE algorithm performed over 2.8 s of continuous volumetric OCT acquisition. Data acquired from an imaging phantom and in vivo from human research volunteers are presented.

When a black-box optimization objective can only be evaluated with costly or noisy measurements, most standard optimization algorithms are unsuited to find the optimal solution. Specialized algorithms that deal with exactly this situation make use of surrogate models. These models are usually continuous and smooth, which is beneficial for continuous optimization problems, but not necessarily for combinatorial problems. However, by choosing the basis functions of the surrogate model in a certain way, we show that it can be guaranteed that the optimal solution of the surrogate model is integer. This approach outperforms random search, simulated annealing and a Bayesian optimization algorithm on the problem of finding robust routes for a noise-perturbed traveling salesman benchmark problem, with similar performance as another Bayesian optimization algorithm, and outperforms all compared algorithms on a convex binary optimization problem with a large number of variables.

The quality of fluorescence microscopy images is often impaired by the presence of sample induced optical aberrations. Adaptive optical elements such as deformable mirrors or spatial light modulators can be used to correct aberrations. However, previously reported techniques either require special sample preparation, or time consuming optimization procedures for the correction of static aberrations. This paper reports a technique for optical sectioning fluorescence microscopy capable of correcting dynamic aberrations in any fluorescent sample during the acquisition. This is achieved by implementing adaptive optics in a non conventional confocal microscopy setup, with multiple programmable confocal apertures, in which out of focus light can be separately detected, and used to optimize the correction performance with a sampling frequency an order of magnitude faster than the imaging rate of the system. The paper reports results comparing the correction performances to traditional image optimization algorithms, and demonstrates how the system can compensate for dynamic changes in the aberrations, such as those introduced during a focal stack acquisition though a thick sample.

One method to solve expensive black-box optimization problems is to use a surrogate model that approximates the objective based on previous observed evaluations. The surrogate, which is cheaper to evaluate, is optimized instead to find an approximate solution to the original problem. In the case of discrete problems, recent research has revolved around discrete surrogate models that are specifically constructed to deal with these problems. A main motivation is that literature considers continuous methods, such as Bayesian optimization with Gaussian processes as the surrogate, to be sub-optimal (especially in higher dimensions) because they ignore the discrete structure by, e.g., rounding off real-valued solutions to integers. However, we claim that this is not true. In fact, we present empirical evidence showing that the use of continuous surrogate models displays competitive performance on a set of high-dimensional discrete benchmark problems, including a real-life application, against state-of-the-art discrete surrogatebased methods. Our experiments with different kinds of discrete decision variables and time constraints also give more insight into which algorithms work well on which type of problem.