The optimization is a key issue for the penetrating projectile. This paper proposes an auto optimization method for a partial projectile structure of the penetration warhead. The preliminary optimization of the projectile structure and the auto optimization of a partial projectile structure are realized. With the DOE debugging method, all material parameters in the simulation model used in the numerical simulation for the projectile penetrating concrete are obtained. The numerical simulation results are compared with the experiment, and it is found that the material parameters have the desired precision. The auto optimization method is used to design the nose section of the projectile, which improves the nose section design, reduces the resistance and the acceleration of the projectile, and increases the residual velocity and the penetration ability.