Concerning the problem that Fireworks Explosion Optimization (FEO) algorithm is easy to be premature and has low solution precision, an elite Opposition-Based Learning (OBL) was proposed. In every iteration, OBL was executed by the current best individual to generate an opposition search populations in its dynamic search boundaries, thus the search space of the algorithm was guided to approximate the optimum space. This mechanism is helpful to improve the balance and exploring ability of the FEO. For keeping the diversity of population, the sudden jump probability of the individual to the current best individual was calculated, and based on it, the roulette mechanism was adopted to choose the individual which entered into the child population. The experimental simulation on five classical benchmark functions show that, compared with the related algorithm, the improved algorithm has higher convergence rate and accuracy for numerical optimization, and it is suitable to solve the high dimensional optimization problem.