This paper deals with various approaches to solving optimization tasks. In prolog some examples from real life that show the application of optimization methods are given. Then term optimization task is defined and introducing of term fitness function which is common to all optimization methods follows. After that approaches by particle swarm optimization, ant colony optimization, simulated annealing, genetic algorithms and reinforcement learning are theoretically discussed. For testing we are using two discrete (multiple knapsack problem and set cover problem) and two continuous tasks (searching for global minimum of Ackley's and Rastrigin's function) which are presented in next chapter. Description of implementation details follows. For example description of solution representation or how current solutions are changed. Finally, results of measurements are presented. They show optimal settings for parameters of given optimization methods considering test tasks. In the end are given test tasks, which will be used for finding optimal settings of given approaches.