Operations Research topics: SAS/OR,
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Optimization problems with definite integrals

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Optimization problems with definite integrals

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,
SAS Employee
Posts: 32

Re: Optimization problems with definite integrals

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
SAS Super FREQ
Posts: 3,547

Re: Optimization problems with definite integrals

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