From: "Steven_Lord" <>
Newsgroups: comp.soft-sys.matlab
Subject: Re: Minimization of the sum of integrals with unknown bounds
Date: Fri, 8 Jul 2011 09:31:53 -0400
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"Ita Atz" <> wrote in message 
> Torsten <> wrote in message 
> <>...


> I'll try to describe my specific problem.
> I have a H-dimensional vector x, whose elements x(h) are random variables 
> with known distributions pdf(x(h)). So I have to find the H-dimensional 
> vector y that minimizes
> sum_{h=1}^H [ int(-inf,y(h)) pdf(x(h)) fun(x(h),y) dx(h) ]
> where the function fun is known and depends both on the single element of 
> x and the whole vector y, which is the one I have to calculate in the 
> minimization.
> I hope it was clear. Thanks for your patience!

Not really. Show a SPECIFIC example where H = 3 (for demonstration purposes; 
your real value of H may be much larger, but let's stick with a value that 
fits in a newsgroup posting.) Describe exactly how you generate x and give a 
simple example of a fun function, then show the specific expression that you 
want to minimize.

Steve Lord
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