  We propose a new approach to circumvent the sign problem in which the
integration path is optimized to control the sign problem. We give a trial
function specifying the integration path in the complex plane and tune it to
optimize the cost function which represents the seriousness of the sign
problem. We call it the path optimization method. In this method, we do not
need to solve the gradient flow required in the Lefschetz-thimble method and
then the construction of the integration-path contour arrives at the
optimization problem where several efficient methods can be applied. In a
simple model with a serious sign problem, the path optimization method is
demonstrated to work well; the residual sign problem is resolved and precise
results can be obtained even in the region where the global sign problem is
serious.
