Mathematica solving variational problems with inequality constraints?
- To: mathgroup at smc.vnet.net
- Subject: [mg42984] Mathematica solving variational problems with inequality constraints?
- From: a_cjones at hotmail.com (cdj)
- Date: Thu, 7 Aug 2003 00:53:41 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
Hi all,
Take a toy minimum cost production scheduling problem:
Minimize: int_{0}^{T} c*(y'[t])^2 + k*y[t] dt,
where: y[0]=0 and y[T]=B
(c, k, B, and T are constants)
The solution to this problem, while straightforward (either with or
without mathematica), is only of limited utility without the following
inequality constraint:
y[t]>=0 for all t
What's the easiest way to get Mathematica to solve this problem (and problems
like it)?
thanks a bunch for any insights,
cdj