Minimization of a Integral function

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!!

Answer 1

[Torsten]

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.

[Tanmay]

Thanks!!

Answer 2

[Tanmay]

another thing how can I make the integrand user defined?

what I mean is, say i have a string s = '(w.^2).*((w.^2 - x(1).^2).^2)' and I want " @(x)integral(@(w)s,0,1) " where s is the above string.

Thank you in advance :)

[Torsten]

http://de.mathworks.com/help/matlab/ref/str2func.html

Best wishes

Torsten.