Optimal control computer programs

The solution of the optimal control problem, even with low order dynamical systems, can usually strain the analytical ability of most engineers. The understanding of this subject matter, therefore, would be greatly enhanced if a software package existed that could simulate simple generic problems. Surprisingly, despite a great abundance of commercially available control software, few, if any, address the part of optimal control in its most generic form. The purpose of this paper is, therefore, to present a simple computer program that will perform simulations of optimal control problems that arise from the first necessary condition and the Pontryagin's maximum principle.