Dear all

I've always thought that it's not common and of course normal to use an integral term in equalities and inequalities in our constraints in a model. So what should we do with this integrals in models like stochastic inventory models!? how can we implement this type of problems in GAMS. Can you give me some sample solution and codes?

I'll appreciate any kind of suggestion.

Thank you

asked 15 May '12, 06:42

Bob%20Pay's gravatar image

Bob Pay
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retagged 15 May '12, 14:24

Marco%20Luebbecke's gravatar image

Marco Luebbecke ♦
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GAMS Support: How do I code a definite integral?

There is no intrinsic way to deal with integrals in GAMS. You need to discretize (or guess) if you want this as a function in a model. If you just want to calculate this in an a symbolic (or numeric) way, tools like MATLAB or Mathematica are better suited for this.

link

answered 15 May '12, 14:04

fbahr's gravatar image

fbahr ♦
4.6k716
accept rate: 13%

thank you for your answer.

(16 May '12, 04:26) Bob Pay
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Asked: 15 May '12, 06:42

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