The problem of optimal decentralized control for an interconnected discrete system has been investigated. The approach used is called parametrical optimization which consists of defining a parameterized class of control and then using some nonlinear optimization algorithm in order to determine, in this case, an element which is, at least, locally optimum. Starting from a linear quadratic dynamic optimization problem, the parametric optimization problem is first defined and written in a matrix formulation. For that, a simple way to find the cost gradient matrix with respect to the feedback gain is derived.23 123137