Basically when you integrate something times a heaviside function, you just get the integral of that function with domain such that the argument of said heaviside function is greater than $0$. Also note, heaviside function squared is just heaviside function.
$\int_0^\infty (\int u f_t + u^2 f_x dx) dt = \int_0^\infty (\int_{0.5t}^\infty (f_t + f_x) dx dt$
Split up integral and look at $f_x$ first. When we integrate $f_x$ wrt $x$ we get $f$.
So this term is simply $\int_0^\infty (f(t,\infty)-f(t,0.5t))dt $. My thinking is that $f(t,\infty)$ will be zero as it is a test function thus must be integrable.
$\int_0^\infty \int_0^{2x}f_t dt dx = \int_0^\infty (f(2x,x)-f(0,x)) dx$. Here we rearrange the domain in order change the order of integration.
We will happily cancel the $f(t,0.5t)$ and $f(2x,x)$ terms in our integrals.
Our final answer is $-\int_0^\infty f(0,x)dx$
$u_0(x) = H(x)$, so this matches the answer you have supplied.