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This communication presents a spectral method for solving time‐varying linear quadratic optimal control problems. Legendre–Gauss–Lobatto nodes are used to construct the mth‐degree polynomial approximation of the state and control variables. The derivative x·(t) of the state vector x(t) is approximaed by the analytic derivative of the corresponding interpolating polynomial. The performance index approximation is based on Gauss–Lobatto integration. The optimal control problem is then transformed into a linear programming problem. The proposed technique is easy to implement, efficient and yields accurate results. Numerical examples are included and a comparison is made with an existing result.

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