Being moved by means of a rocket engine.

A Rocket-Propelled Grenade (RPG), is a grenade that is launched and driven by a rocket engine. It is different from a regular bullet in that the bullet gets its energy from an explosion in the cartridge and will reach top velocity at a point close to the muzzle of the weapon. The Rocket-propelled grenade will continue to accelerate since the warhead carries the rocket load.

Examples are bazooka, Panzerfaust, Panzershreck and the Russian RPG model line of weapons.
Cartridge grenades include the M203 grenade launcher and the Carl Gustaf GRG 48.