In this paper，a direct optimal method-the method of Bellman dynamic programming has been used to search out the best thrust plan in a optimization process for sounding rocket. The recurrence formula of local optimization is set up in it. In the paper，because of using the coefficients to restrict the seeking range in each Bellman stage and the scheme of single spot insertion，the calculation speed and accuracy has been increased greatly and the inserted calculations of non-intersection parameters points have become more stable and relatively credible level can be available. Moreover，the calculation has been programed in a microcomputer IBM PC/XT. The program can be used directly for rough design of rocket. It wil1 provide a theoretical basis with relatively credible level for the scheme proof.