Three point guidance missile flying along a initial arc trajectory was used to avoid the engine fog or dust cloud produced by shock wave shielding the target. The optimal initial arc trajectory optimized by direct method of nonlinear programming was obtained. The missile was controlled by a vertical acceleration autopilot with PI compensation. The results indicate that, compared with a standard acceleration autopilot and an integration compensated acceleration autopilot, PI compensated acceleration autopilot has good response velocity, and good close loop gain can be obtained. The initial trajectory simulation was conducted for certain kind of missile controlled under the optimization command. Simulation results validats that the scheme is feasible.