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Can Octave solve this optimization problem?
From: |
Paul Smith |
Subject: |
Can Octave solve this optimization problem? |
Date: |
Mon, 7 Jan 2008 00:34:50 +0000 |
Dear All,
I am trying to solve the following maximization problem with Octave:
find x(t) (continuous) that maximizes the
integral of x(t) with t from 0 to 1,
subject to the constraints
dx/dt = u,
|u| <= 1,
x(0) = x(1) = 0.
The analytical solution can be obtained easily, but I am trying to
understand whether Octave is able to solve numerically problems like
this
one. I have tried to find an approximate solution through
discretization of the objective function but with no success so far.
Thanks in advance,
Paul
- Can Octave solve this optimization problem?,
Paul Smith <=