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Re: Optimization of a Objective function that consist many numerically integrated function
Posted:
Dec 9, 2013 10:37 AM


On 12/9/2013 12:34 AM, Rubayet wrote: > Hello, > > I am dealing with a nonlinear objective function that contains many > numerical integral functions. Also i have to pass some extra > parameters inside of each integral function.I have tried several > times to solve this but i have failed . > Below i have shown the format of my objective function : > > expected total cost = normal function(P,D,R,thita) + integral function > 1(P,D,thita,lamda,R) + integral function 2((P,D,thita,lamda,R)+......... > > Here P,D,R,thita is input parameters . > > Also i have to employ numerical integration because this integral > function cannot be solved analytically. > > Can any body help me to resolve/figure out this optimization problem > in simple way?
Perhaps these documentation sections will be of use: http://www.mathworks.com/help/optim/ug/passingextraparameters.html http://www.mathworks.com/help/optim/ug/optimizingasimulationorordinarydifferentialequation.html and a worked example: http://www.mathworks.com/help/gads/optimizeanodeinparallel.html
Alan Weiss MATLAB mathematical toolbox documentation



