PROPT is a software package intended to help you solve dynamic optimization problems. Such problems are usually described by:

• A state-space model of a system. This can be either a set of ordinary differential equations or differential algebraic equations.
• Initial and/or final conditions (sometimes also conditions at other points).
• A cost functional, i.e. a scalar value that depends on the state trajectories and the control function.
• Some times, additional equations and variables that, for example, relate the initial and final conditions to each other.

The goal of PROPT is to make it possible to input such problem descriptions as simply as possible, without having to worry about the mathematics of the actual solver. Once a problem has been properly modeled, PROPT will take care of all the steps necessary in order to return a solution.