  Historically, solving optimal control problems with high index differential
algebraic equations (DAEs) has been considered extremely hard. Computational
experience with Runge-Kutta (RK) methods confirms the difficulties. High index
DAE problems occur quite naturally in many practical engineering applications.
Over the last two decades, a vast number of real-world problems have been
solved routinely using pseudospectral (PS) optimal control techniques. In view
of this, we solve a "provably hard," index-three problem using the PS method
implemented in DIDO, a state-of-the-art MATLAB optimal control toolbox. In
contrast to RK-type solution techniques, no laborious index-reduction process
was used to generate the PS solution. The PS solution is independently verified
and validated using standard industry practices. It turns out that proper PS
methods can indeed be used to "directly" solve high index DAE optimal control
problems. In view of this, it is proposed that a new theory of difficulty for
DAEs be put forth.
