Minimization of a Integral function
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I want to minimize (integration(f(w,x1,x2,..,xn)),w,0,1) and find the corresponding values of x1,x2... xn How can I implement this in MATLAB?? Help needed!!
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Torsten
on 23 Jan 2015
Use MATLAB's "fminunc" with the objective function being your integral expression or "fmincon" with the objective function being your integral expression and possibly constraints on the parameters x1,x2,...,xn.
To evaluate the integral, use "integral".
Best wishes
Torsten.
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