An optimization model is presented to determine optimal operating policies for tailoring high density polyethylene in a continuous polymerization process. Shaping the whole molecular weight distribution (MWD) by adopting an appropriate choice of operating conditions is of great interest when designing new polymers or when improving quality. The continuous tubular and stirred tank reactors are modeled in steady state by a set of differential-algebraic equations with the spatial coordinate as independent variable. A novel formulation of the optimization problem is introduced. It comprises a multi-stage optimization model with differential-algebraic equality constraints along the process path and inequality end-point constraints on product quality. The resulting optimal control problem is solved at high computational efficiency by means of a shooting method. The results show the efficiency of the proposed approach and the benefit of predicting and controlling the complete MWD as well as the interplay between operating conditions and polymer properties. (C) 2010 American Institute of Chemical Engineers AIChE J, 57: 2149-2163, 2011