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MathGroup Archive 2004

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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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