[R] Can R solve this optimization problem?

From: Paul Smith <phhs80_at_gmail.com>
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

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Mon 07 Jan 2008 - 17:30:05 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive