Considering the change of the velocity of missile in the active section flight in the guidance of the active section of the terminal high altitude interceptor, the angle constraint of the final velocity was required to meet and the control amount was required as small as possible. To realize these constraints, in the index function, an optimal guidance law by adopting the time varying control weight coefficient was obtained, using the minimum principle, as well as pseudo control method. The simulation results showed that the method of adding variable weight in this index function can control the size of the control while guaranteeing the precision.