This paper introduces a numerical technique for solving nonlinear optimal control problems. The universal function approximation capability of a three-layer feedforward neural network has been combined with a simulated annealing algorithm to develop a simple yet efficient hybrid optimisation algorithm to determine optimal control profiles. The applicability of the technique is illustrated by solving various optimal control problems including multivariable nonlinear problems and free final time problems. Results obtained for the different case studies considered agree well with those reported in the literature. (C) 2003 Elsevier Ltd. All rights reserved.