Abstract
The conventional optimization methods were based on a deterministic approach, since their purpose is to find out an accurate solution. However, these methods have initial condition dependence and risk of falling into local solution. In this paper, we propose a new optimization method based on a concept of path integral method using in quantum mechanics. The method obtains a solution as an expectation using stochastic process. The advantages of this method are not to be affected by initial conditions and not to need techniques based on experience. For calculation example, a simple bench mark test, a classic brachistochrone problem, and an optimal gliding problem for a hang glider were selected.
