Problem Portrays the Procedure That Limits the Estimation of F0 (Acquire Least Cost or Greatest Utility) By Choosing the Most Ideal Decision X Subject to Every One of the Requirements. One Practical Elucidation of Such Detailing Can Be Considered As a Procedure of Looking For the Most Ideal Approach to Put some Capital In an Arrangement of Benefits, I.E., Portfolio Optimization. the Variable X Depicts the Portfolio Allocation Over the Arrangement of Advantages. Every Component In X Speaks to the Interest In a Specific Resource. the Imperatives May Comprise of a Limit on the Financial Plan, the Prerequisite of Least Ventures, and a Base Adequate Estimation of Expected Return For the Entire Speculation. the Optimization Objective Could Be the Risk of Venture. For This Situation, the Optimization Picks a Portfolio Profile That Limits Risk, Among All Conceivable Obliged Allocations. In This Article, We Studied About the Problems In Optimization Theory, Their Classifications In Detail.