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From: <HIDDEN>
Newsgroups: comp.soft-sys.matlab
Subject: Re: Minimization of the sum of integrals with unknown bounds
Date: Fri, 8 Jul 2011 04:14:52 -0700 (PDT)
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On 8 Jul., 13:06, "Ita Atz" <ita....@gmail.com> wrote:
> Hi all,
>
> I have to solve a pretty messed up problem such:
>
> min_y sum_{h=1}^H int(-inf,y(h)) fun(y)
>
> where y is the H-dimensional vector of the elements y(h).
>
> Does anyone know how to solve such a problem?
>
> Thank you in advance!
>
> Ita

You mean
min_y sum_{h=1}^{H} int(-inf,y(h)) fun(y_1,...,t,...y_H) dt
where the t is at the h-th position ?

Best wishes
Torsten.