The optimal control problem on nonseparable dynamic discrete systems is Considered. A two-level optimal control algorithm is proposed. It first converts the problem into multiple objective optimal control problem and the noninferior solution is generated by weighting Lagrangian formulation. The optimal solution to problem underconsidered is then selected from the set of noninferior solutions. Theoretical base of the algorithm is established. Simulation results for two examples show that the algorithm is effective.