Max-plus algebra has been applied to several fields like matrix algebra, cryptography, transportation, manufacturing, information technology and study of discrete event systems like subway traffic networks, parallel processing systems, telecommunication networks for many years. In this paper, we discuss various optimization problem using methods based on max-plus algebra, which has maximization and addition as its basic arithmetic operations. We present some sub-classes of mathematical optimization problems like linear programming, convex quadratic programming problem, fractional programming problem, bimatrix game problem and some classes of stochastic game problem in max algebraic framework and discuss various connections between max-plus algebra and optimization. © 2020, Springer Nature Singapore Pte Ltd.