topic Re: Optimization problems with definite integrals in Mathematical Optimization, Discrete-Event Simulation, and OR https://communities.sas.com/t5/Mathematical-Optimization/Optimization-problems-with-definite-integrals/m-p/18426#M244 <HTML><HEAD></HEAD><BODY><P>See <A href="http://blogs.sas.com/content/iml/2014/03/12/optimizing-a-function-of-an-integral/" title="http://blogs.sas.com/content/iml/2014/03/12/optimizing-a-function-of-an-integral/"> Optimizing a function of an integral - The DO Loop</A> </P></BODY></HTML> Wed, 19 Mar 2014 14:29:46 GMT Rick_SAS 2014-03-19T14:29:46Z Optimization problems with definite integrals https://communities.sas.com/t5/Mathematical-Optimization/Optimization-problems-with-definite-integrals/m-p/18424#M242 Hi SAS/OR users,<BR /> Sorry for my naive question. Can PROC OPTMODEL be used in order to solve optimization problems with integrals (definite integrals)?<BR /> e.g. : minimization with an integral of f(x,t).dt<BR /> Great thanks, Mon, 18 Oct 2010 12:37:28 GMT https://communities.sas.com/t5/Mathematical-Optimization/Optimization-problems-with-definite-integrals/m-p/18424#M242 deleted_user 2010-10-18T12:37:28Z Re: Optimization problems with definite integrals https://communities.sas.com/t5/Mathematical-Optimization/Optimization-problems-with-definite-integrals/m-p/18425#M243 Hi,<BR /> <BR /> as far as I know OPTMODEL does not support integrals. PROC IML on the other hand might be used for whatever you have in mind, especially QUAD:<BR /> <BR /> <A href="http://support.sas.com/documentation/cdl/en/imlug/59656/HTML/default/langref_sect212.htm" target="_blank">http://support.sas.com/documentation/cdl/en/imlug/59656/HTML/default/langref_sect212.htm</A><BR /> <BR /> Philipp Mon, 25 Oct 2010 20:01:59 GMT https://communities.sas.com/t5/Mathematical-Optimization/Optimization-problems-with-definite-integrals/m-p/18425#M243 Philipp_SAS 2010-10-25T20:01:59Z Re: Optimization problems with definite integrals https://communities.sas.com/t5/Mathematical-Optimization/Optimization-problems-with-definite-integrals/m-p/18426#M244 <HTML><HEAD></HEAD><BODY><P>See <A href="http://blogs.sas.com/content/iml/2014/03/12/optimizing-a-function-of-an-integral/" title="http://blogs.sas.com/content/iml/2014/03/12/optimizing-a-function-of-an-integral/"> Optimizing a function of an integral - The DO Loop</A> </P></BODY></HTML> Wed, 19 Mar 2014 14:29:46 GMT https://communities.sas.com/t5/Mathematical-Optimization/Optimization-problems-with-definite-integrals/m-p/18426#M244 Rick_SAS 2014-03-19T14:29:46Z