Optimization problems with definite integrals

[deleted_user]

Hi SAS/OR users,
Sorry for my naive question. Can PROC OPTMODEL be used in order to solve optimization problems with integrals (definite integrals)?
e.g. : minimization with an integral of f(x,t).dt
Great thanks,

[Philipp_SAS]

Hi,

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:

http://support.sas.com/documentation/cdl/en/imlug/59656/HTML/default/langref_sect212.htm

Philipp

[Rick_SAS]

See Optimizing a function of an integral - The DO Loop