Based on the study of the existing evolutionary algorithm (EA) and the immune principle
of creatures, an immune evolutionary algorithm (IEA) is proposed. It is a global optimization
method, in which offsprings are produced by the best individual of parents population and the elitist
replaces population to converge. In the process of optimization, the new algorithm increases its
convergence speed, combining certainty with randomicity effectively. A global convergence is
proved by analysis of Markov chain. The test results show that IEA not only requires simple
parameters but also can improve the convergence.