Abstract: Background and Objective: Several algorithms have been proposed for solving optimization problems recently. Among them, meta-heuristics are much faster and stronger than others. The objective of this study was to propose a new meta-heuristic algorithm to solve different kinds of optimization problems. Materials and Methods: A novel concept for the optimization of continuous programming problems using an algorithm based on big bang theory was proposed. Big bang algorithm was a practical method to solve several types of mathematical programming problems. Results: This algorithm proposes efficient solutions in a suitable time which have been evaluated using solving test problems. Finally the algorithm will be compared with both of meta-heuristic and classic approaches. Conclusion: Solving large size of the problem and also extension of the problem to other kinds of optimization programming problems such as multi-objectives would be significant for future works.