Many optimization problems in various fields have been solved using diverse optimization algorithms. Traditional optimization techniques such as linear programming (LP), non-linear programming (NLP), and dynamic programming (DP) have had major roles in solving these problems. However, their drawbacks generate demand for other types of algorithms, such as heuristic optimization approaches (simulated annealing, tabu search, and evolutionary algorithms). However, there are still some possibilities of devising new heuristic algorithms based on analogies with natural or artificial phenomena. A new heuristic algorithm, mimicking the improvisation of music players, has been developed and named Harmony Search (HS). The performance of the algorithm is illustrated with a traveling salesman problem (TSP), a specific academic optimization problem, and a least-cost pipe network design problem.