An optimal control problem has differential equation constraints and is solved with Python GEKKO. The integral objective is minimized at the final time.
11 of 18 Examples: https://apmonitor.com/wiki/index.php/Main/GekkoPythonOptimization
Luus Optimization Problem: https://apmonitor.com/do/index.php/Main/IntegralObjective
GEKKO is optimization software for mixed-integer and differential algebraic equations. It is coupled with large-scale solvers for linear, quadratic, nonlinear, and mixed integer programming (LP, QP, NLP, MILP, MINLP). Modes of operation include data reconciliation, real-time optimization, dynamic simulation, and nonlinear predictive control. See http://gekko.readthedocs.io/en/latest/
