A direct approach to solving optimal control problems

Historically, researchers have solved optimal control problems using the calculus of variations-an approach called the indirect method. This technique led to the solution of a multipoint boundary value problem. Unfortunately, in practice, the indirect method is often insufficient. To eliminate the indirect method's deficiencies, an approach called direct transcription has been developed. For most problems, this method is robust, needs minimal user interaction to define the problem, does not require any additional analytic derivations, and treats path constraints automatically.