How to solve the definite integral with AMPL ?

AMPL does not have any features for writing expressions that contain definite integrals, or for evaluating definite integrals. Thus if your mathematical optimization model has a \int sign in an objective or constraint expression, you cannot directly convert the model to AMPL and send it to a solver.

In some cases, you could consider replacing the definite interval by a discrete approximation, which would result in a model that AMPL could handle. However, it is not possible to say in general whether this is possible (or desirable); it depends on the details of your application.