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The energy management strategies (EMS) for hybrid electric vehicles (HEV) have a great impact on the fuel economy (FE). The Pontryagin's minimum principle (PMP) has been proved to be a viable control strategy for HEV. The optimal costate of the PMP control can be determined by the given information of the driving conditions. Since the full knowledge of future driving conditions is not available, this paper proposed a dynamic optimization method for PMP costate without the prediction of the driving cycle. It is known that the lower fuel consumption the method yields, the more efficiently the engine works. The selection of costate is designed to make the engine work in the high efficiency range. Compared with the rule-based control, the proposed method by the principle of Hamiltonian, can make engine working points have more opportunities locating in the middle of high efficiency range, instead of on the boundary of high efficiency range.