The nonsmoothness is viewed by many people as at least an undesirable (if not unavoidable) property. Our aim here is to show that recent developments in Nonsmooth Analysis (especially in Exact Penalization Theory) allow one to treat successfully even some quite "smooth" problems by tools of Nonsmooth Analysis and Nondifferentiable Optimization. Our approach is illustrated by one Classical Control Problem of finding optimal parameters in a system described by ordinary differential equations.