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Re: Can Octave solve this optimization problem?
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From: |
Jordi Gutiérrez Hermoso |
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Subject: |
Re: Can Octave solve this optimization problem? |
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Date: |
Mon, 7 Jan 2008 10:04:59 -0600 |
On 06/01/2008, Paul Smith <address@hidden> wrote:
> 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,
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> subject to the constraints
>
> dx/dt = u,
>
> |u| <= 1,
>
> x(0) = x(1) = 0.
Other than discretising the t domain, I think your best bet is to
numerically solve the Euler-Lagrange equations.
I admit I'm not very well-versed in this. I'm not sure if there are
any widespread non-obvious numerical methods for variational problems.
- Jordi G. H.