Minimization of a Integral function

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Tanmay 2015-1-23

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https://ww2.mathworks.cn/matlabcentral/answers/171307-minimization-of-a-integral-function

评论： Torsten 2015-1-26

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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Answer 1

Torsten 2015-1-23

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https://ww2.mathworks.cn/matlabcentral/answers/171307-minimization-of-a-integral-function#answer_165716

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.