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The book has the following chapters: 1. Introduction, 2. Estimates on solutions to differential equations and their approximations, 3. First order method, 4. Implementation, 5. Second-order method, 6. Runge-Kutta based procedure for optimal control of differential-algebraic equations. In the Appendix A, a primal range-space method for piecewise-linear quadratic programming is given.   The author gives also remarks on numerical software developed in connection with the derived 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