Hi everyone.
I am currently trying to write the gradient projection algorythm for an optimal control problem with Maple.
This involves calculation of the gradient of the objective function at every new iteration, which would be not a problem per se. However, in optimal control problem this last depends on state and costate variables which, in turn, are given by the system of ODEs. This system is solved numerically only. As far as I understood Maple is recalculating...