In this research article we propose an algorithm for solving the optimization problem of the neoclassical growth model. The algorithm is based on the adaptive method of R. Gabasov and his students. Method has found application in a plurality of optimal control problems. At the first stage of solution a mathematical model is reduced to interval linear programming problem. And controls are in a class of picewise constant functions. Then by some mathematical transformations and Cauchy formulas direct limits are calculated. Software implementation is written in Matlab. In the final part shows the results of the objective function calculations.