This paper proposes an optimization algorithm based on a multi-loop control system with a neural network controller, in which the objective function that is used is the control plant of each sub-control system. To obtain the global optimization solution from a control plant that has many local minimum points, a transformation function is presented. On the one hand, this approach changes a complex objective function into a simple function under the condition of an unchanged globally optimal solution, to find the global optimization solution more easily by using a multi-loop control system. On the other hand, a special neural network (in which the node function can be simply positioned locally) that is composed of multiple transformation functions is used as the controller, which reduces the possibility of falling into local minimum points. At the same time, a filled function is presented as a control law; it can jump out of a local minimum point and move to another local minimum point that has a smaller value of the objective function. Finally, 18 simulation examples are provided to show the effectiveness of the proposed method.