maximizer of a function including integral

mayysi

2013 2 15

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4 次查看（30 天）

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I want to get the maximizer of a function contain integral

   function f = score(g)
   g = [b0, b1, a];
   integral = @(x) (exp(b0+b1*x)./(1+a*exp(b0+b1*x))).^yi.*(1./(1+a*exp(b0+b1*x))).^(1/a).*exp(-(x-mi).^2/(2*tau));
   f = -log(quadl(integral, mi-5*sqrt(tau), mi+5*sqrt(tau)));

where yi and mi are given (the data), g is the variable I want to solve, x is the integration variable.

I used the function

fminsearch(@(g) score(g), g0)

to get the maximizer. However, the warning

   ...
   In fminsearch at 320
   ...
   Warning: Maximum function count exceeded; singularity likely.

keep popping out.

What can I do to check the program and improve it? The problem itself should be theoretically sound, but I'm not quite familiar with the numerical algorithm.

Thank you so much!!!