To generate the midcourse guidance trajectory for intercepting the high-speed and high maneuvering target, which is a strongly nonlinear and strongly constrained problem, a two-stage convex optimization method is proposed to solve the optimal trajectory quickly. In the first stage, an initial trajectory generation method is proposed, by which the trajectory’s terminal state is close to the terminal position. And the generated trajectory is used as the initial solution of the convex optimization method. In the second stage, the original nonconvex optimization problem is transformed into a convex optimization problem by linearization and relaxation methods and then solved discretely. In the numerical simulation, the effectiveness of the proposed method is verified, and the robustness of the method is verified in different initial and terminal states. Then, several ablation experiments are operated to verify the advantage of the rapid initial trajectory generation method in the first stage. Finally, compared with the gauss pseudospectral method (GPM), the proposed method is proved to be efficient and has the potential of online trajectory generation.