The process of optimization involves choosing the best solution from a pool of potential candidate solutions. This article provides a description of some classes of problems and the optimization methods that solve them. These problems include the deterministic single-objective problem, the deterministic multiobjective problem, and the nondeterministic, stochastic optimization problem. The article presents several complementary approaches to solve a wide variety of single-objective and multiobjective mechanical engineering applications. Multiobjective optimization study and stochastic optimization studies are also discussed.