Dear All, I am trying to solve the following maximization problem with R:
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 R 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 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
