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Topic: Optimization of a Objective function that consist many numerically integrated function
Replies: 1   Last Post: Dec 9, 2013 10:37 AM

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Alan Weiss

Posts: 1,249
Registered: 11/27/08
Re: Optimization of a Objective function that consist many numerically
integrated function

Posted: Dec 9, 2013 10:37 AM
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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/passing-extra-parameters.html
http://www.mathworks.com/help/optim/ug/optimizing-a-simulation-or-ordinary-differential-equation.html
and a worked example:
http://www.mathworks.com/help/gads/optimize-an-ode-in-parallel.html

Alan Weiss
MATLAB mathematical toolbox documentation



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