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A parameter optimization technique is applied to the optimization of the thrust history for missiles. The problem considered is that of determining the thrust history which maximizes the range of a continuously-variable thrust rocket in horizontal lifting flight. The optimal-control solution for this problem is developed. The optimal-control problem is then approximated by a parameter optimization problem which is solved using a quasi-Newton method with constraint projection. The two solutions compare well. This result allows confidence in the use of the parameter optimization technique to solve optimization problems in flight mechanics for which no analytical optimal-control solutions exist. The results demonstrate the need for a thorough understanding of the optimal control when designing the control parameterization scheme.