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Hello, everyone! I have one problem. There is integral of independent argument t in my loss function. I use autogk for integration and mincg subpackage for optimization. I understand that integral will be function of b and c. How can I implement the transmission of function from autogk to mincg? There is function underneath:

It is better to calculate integral analytically and to substitute analytic expression into target function for mincg optimizer. It is integral of polynomial w.r.t. to t variable, after all.

You can implement integration via autogk in the target function, if you want, but such scheme is potentially unstable - numerical integral is always calculated with some error, and this error can confuse optimizer.

Thank's a lot. I'll take second option, but later I realize first)