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Re: Problem with Integrate and FindMinimum
*To*: mathgroup at smc.vnet.net
*Subject*: [mg49593] Re: Problem with Integrate and FindMinimum
*From*: pnardon <pnardon at ulb.ac.be>
*Date*: Sat, 24 Jul 2004 03:47:23 -0400 (EDT)
*References*: <cdqpss$kh4$1@smc.vnet.net>
*Sender*: owner-wri-mathgroup at wolfram.com
csg at umich.edu wrote:
> 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.
>
Why don't you just try
to have a set of equations like:
eq[a]=NIntegrate[D[h[x,a,b,...],a],{x,-inf,inf}]==0
eq[b]=NIntegrate[D[h[x,a,b,...],b],{x,-inf,inf}]==0
Then Solve this set
Solve[{eq[a],eq[b],...},{a,b,...}]
just to see...
If you can post the function h[x,a,b,...] it could be more clear.
BestRegards
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