MathGroup Archive 2004

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Problem with Integrate and FindMinimum


Hi I'm having a problem with Mathematica. I'm trying to find the minimum of a
function f[a,b,...] defined as

f[a,b,...]:=NIntegrate[h[x,a,b,...],{x,-inf,inf}]

where h[x,a,b,...] is some complicated function. I'm trying to use FindMinimum
to find the values of a,b,... that minimize f[a,b,...] but everytime I try to
use Find Minimum I get the error message "Inegrand h[] is not numerical at
*some point r*". I'm running Mathematica 5.0 student version at Windows XP.


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