Can Octave solve this optimization problem?

[Paul Smith]

On Jan 7, 2008 4:04 PM, Jordi Gutiérrez Hermoso <jordigh at gmail.com> 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,
> >
> > 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.

Thanks, Jordi. Apparently, the Euler-Lagrange equation method does not
apply to the proposed problem, as dx/dt is not in the integrand
function.

Paul