The purpose of this paper deals with direct multiple-shooting method (DMS) to resolve helicopter maneuver problems of helicopters. The maneuver problem is transformed into nonlinear problems and solved DMS technique. The DMS method is easy in handling constraints and it has large convergence radius compared to other strategies. When parameterized with piecewise constant controls, the problems become most effectively tractable because the search direction is easily estimated by solving the structured Karush-Kuhn-Tucker (KKT) system. However, generally the computation of function, gradients and Hessian matrices has considerably time-consuming for complex system such as helicopter. This study focused on the approximation of the KKT system using the matrix exponential and its integrals. The propose method is validated by solving optimal control problems for the linear system where the KKT system is exactly expressed with the matrix exponential and its integrals. The trajectory tracking problem of various maneuvers like bob up, sidestep near hovering flight speed and hurdle hop, slalom, transient turn, acceleration and deceleration are analyzed to investigate the effects of algorithmic details. The results show the matrix exponential approach to compute gradients and the Hessian matrix is most efficient among the implemented methods when combined with the mixed time integration method for the system dynamics. The analyses with the proposed method show good convergence and capability of tracking the prescribed trajectory. Therefore, it can be used to solve critical areas of helicopter flight dynamic problems.