This paper proposes a novel and effective numerical solution method for dynamic optimization problems of nonlinear systems with unknown parameters and inequality path constraints. Firstly, the unknown parameters are regarded as decision variables of the dynamic optimization problem. Then, the infinite-dimensional dynamic optimization problem with unknown parameters is transformed into a finite-dimensional nonlinear programming problem by using the multiple shooting method. Furthermore, within the time interval where the inequality path constraints are violated, the path constraint of inequality is replaced by finite multiple interior point constraint. Moreover, the transformed nonlinear programming problem is solved by using the interior point method. Under a certain tolerance for the violation of path constraints, after finite number of steps iteration, the unknown parameter value is obtained and the control strategy is obtained, and then the convergence of the proposed algorithm is proved theoretically. Finally, two classic examples are given to verify the effectiveness of the proposed algorithm.