From: Paul Smith <phhs80_at_gmail.com>

Date: Mon, 7 Jan 2008 00:05:54 +0000

R-help_at_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. Received on Mon 07 Jan 2008 - 00:11:17 GMT

Date: Mon, 7 Jan 2008 00:05:54 +0000

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_at_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. Received on Mon 07 Jan 2008 - 00:11:17 GMT

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