how to optimize a function ( 6 independent variables) which is not smooth but has rough minimum point

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Dear fellows,
But now I realize though those replies do help in the case with only variable, they could not solve my problem. But in my problem, the function f contains 6 variables. And I want to minimize the function through the 6 variables? Could you offer me some advice please?
Thanks, Xueqi
xueqi on 9 Jul 2014
Edited: xueqi on 9 Jul 2014
Thank you. I just do not quite understand how to do it exactly. I have two major problems.
  • How to decide the range of the variables to be integrated. Alan suggested that take g(x) = int(f(t),x-0.5,x+0.5).I can not just take from x-0.5 to x+05. These variables are constrained, doing so would violate the constraints. Despite the problem of constraints, what is a proper range to be enough to smooth the function?
  • How to write the multiple integration? Denote the function as f(x1,x2,x3,x4,x5,x6). Could you show me how to correctly write the integration code?

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