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For example, every enterprise and individual should consider a problem "how to maximize profit at a certain cost." The optimization method is a mathematical method. It is a general term for some disciplines that study how to find certain factors (quantity) under a given constraint to make one (or some) index get the best. With the in-depth study, the blogger found more and more importance of optimization methods, have to study and work in most of the problems can be modeled as solving an optimization model, such as we are now learning machine learning algorithm, most of the machine learning algorithm is the essence of optimization model is established through the optimization method of the objective function (or the loss function) optimization, to train a best model. The common optimization methods include gradient descent method, Newton method and quasi Newton method, conjugate gradient method and so on.