The guidance laws are commonly designed to yield as small a miss distance as possible, harmonious with the missile's acceleration capability. In recent decades, the concept of optimized guidance law is well understood in applications where information concerning the target range and line-of-sight angle is available. Researchers' efforts have been continually made to apply modern control theory to conventional and adaptive autopilot designs, even though the classical theory is still applicable to autopilots. It can be noted that it is desirable to perform a detailed computer-aided feasibility study within the context of a realistic missile-target engagement model. Development and evaluation of guidance and control laws for simplified missile-target engagement scenarios are extended and adapted to the air-to-air missile situation and implemented in a complete three-dimensional engagement model. Thus, this study proposed a computational method for constructing an optimal midcourse guidance law, which is based on the optimal control theory and initial boundary conditions. This proposed guidance law is derived from an optimal control theory with the boundary conditions such as allowed relative distance between missile and target at the final time, low line-of-sight rate. A numerical simulation verifies the performance of this guidance law with the impact of harmonic wind. The simulation results demonstrate that the quality of effectiveness as well as the applicability of this proposed algorithm.