Problem with Integrate and FindMinimum

*To*: mathgroup at smc.vnet.net*Subject*: [mg49559] Problem with Integrate and FindMinimum*From*: csg at umich.edu*Date*: Fri, 23 Jul 2004 06:00:11 -0400 (EDT)*Sender*: owner-wri-mathgroup at wolfram.com

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.