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Minimizing a functional definite integral

  1. Dec 19, 2012 #1
    I have a definite integral defined by


    where [itex]G[/itex] is a continuous function of a variable [itex]g[/itex], and [itex]g_{1}[/itex] and [itex]g_{2}[/itex] are known numbers. I want to minimize [itex]T\left(G\left(g\right)\right)[/itex], that is I want to find a continuous function [itex]G=f\left(g\right)[/itex] that makes [itex]T\left(G\left(g\right)\right) [/itex] minimum. Ideally I would differentiate it and equate to zero, but because [itex]T\left(G\left(g\right)\right)[/itex] is too complicated to be obtained and then differentiated analytically, I would like to know if there is a numeric technique or any other technique by which this problem can be solved.
  2. jcsd
  3. Dec 19, 2012 #2


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