In this paper, we have proposed a new inertia weight adjusting strategy based on the Bayesian techniques. In this strategy, the Bayesian techniques are used to adjust the inertia weight on the basis of the past particle positions. Our objective is to use theBayesian techniques and the cauchy mutation to seek a tradoffbetween the exploration of new positions and the exploitation of the past particle’s position. In the simulation, BPSO method hasfaster convergence rate than other methods in the five unimodal test functions and higher accuracy than other methods in the other five multimodal test functions. The results demonstrate that the BPSO method is useful to solve optimization problems. The application of BPSO method in steel industry is our further research in our future work.