Optimization with differential equations as constraints

Eddy

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Jun 13, 2016
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Dear friends

I have formulated an optimization problem which I have to solve for a project but i do not have enough math skills to solve it.

The problem is an optimization problem, whose constraints include both algebraic and differential equations. It would be really appreciated if you can suggest me some methods to solve this.
I would also like to know is it possible to solve this type of optimization problems in GAMS? I have previously used GAMS to solve optimization problems with only algebraic equations as constraints.. But now I have some differential equations among constraints and I do no know how to solve this..

I can send The formulation if needed

Bests and Many thanks in advance for your help
 
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