This chapter is mainly based on an important sector of operation research-weapon’s assignment (WTA) problem which is a well-known application of optimization techniques. While we discuss about WTA, we need some common terms to be discussed first. In this section, we first introduce WTA problem and then we present some prerequisites such as optimization model, its classification, LP, NLP, SP and their classifications, and applications of SP. We also discuss some relevant software tools we use to optimize the problems. The weapon target assignment problem (WTA) is a class of combinatorial optimization problems present in the fields of optimization and operations research. It consists of finding an optimal assignment of a set of weapons of various types to a set of targets in order to maximize the total expected damage done to the opponent. The WTA problem can be formulated as a nonlinear integer programming problem and is known to be NP-complete. There are constraints on weapons available of various types and on the minimum number of weapons by type to be assigned to various targets. The constraints are linear, and the objective function is nonlinear. The objective function is formulated in terms of probability of damage of various targets weighted by their military value.