Abstract
The many methods by which Pontryagin's Maximum Principle is applied in optimal control problems can be divided into two groups, termed direct and indirect. The indirect methods use the conditions required for mathematical optimality as the starting point and attempt to satisfy the boundary conditions. The direct methods on the other hand satisfy the equations of motion and boundary conditions and then attempt to improve the performance index. It has been reported that the direct methods, while normally converging from very bad initial assumptions, have the inherent disadvantage of very slow convergence in the neighbourhood of the optimal solution and, so, complicated second order methods have recently been devised.

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