## HDAE: Heat Diffusion Process with Inequality

### Reference
pp. 192-195 of J. T. Betts, *Practical Methods for Optimal Control and Estimation Using Nonlinear Programming*. SIAM, 2010, isbn: 9780898716887.

### Formulation
![formulation](assets/formulation.svg)

### Solution
A boundary value problem is discussed in the reference above.