Abstract A steepest descents optimization program is applied to the problem of a lifting vehicle entering the earth's atmosphere. The program employs penalty functions representing terminal conditions and inflight inequality constraints. During each iteration, it reduces a single performance measure which is the sum of the performance index and the penalty functions. Therefore, only one set of adjoint equations must be integrated per iteration. Values of weight factors, multiplying the penalty functions, are automatically adjusted before each iteration in order that the penalty functions will approach acceptable values. This method is shown to be a form of the classical Lagrange multiplier methods.