Numerical solution of optimal control problems

A numerical method for solving optimal control problems is presented. The method consists of representing the solution of the optimal control problem by a Chebyshev polynomial, discretizing the problem using a cell averaging technique, thereby reducing the problem to a parameter optimization problem, applying the Lagrange multiplier method, and finally Newton´s method. This method is efficient, easy to code, and yields accurate results. A numerical example is provided, and a comparison is made with a similar method in the literature