In this paper, we propose enhancements to Beetle Antennae search ( BAS ) algorithm, called BAS-ADAM, to smoothen the convergence behavior and avoid trapping in local-minima for a highly non-convex objective function. We achieve this by adaptively adjusting the step-size in each iteration using the adaptive moment estimation ( ADAM ) update rule. The proposed algorithm also increases the convergence rate in a narrow valley. A key feature of the ADAM update rule is the ability to adjust the step-size for each dimension separately instead of using the same step-size. Since ADAM is traditionally used with gradient-based optimization algorithms, therefore we first propose a gradient estimation model without the need to differentiate the objective function. Resultantly, it demonstrates excellent performance and fast convergence rate in searching for the optimum of non-convex functions. The efficiency of the proposed algorithm was tested on three different benchmark problems, including the training of a high-dimensional neural network. The performance is compared with particle swarm optimizer ( PSO ) and the original BAS algorithm.