This chapter presents various optimization methods to optimize the missing data error equation, which is made out of the autoassociative neural networks with missing values as design variables. The four optimization techniques that are used are: genetic algorithm, particle swarm optimization, hill climbing and simulated annealing. These optimization methods are tested on two datasets, namely, the beer taster dataset and the fault identification dataset. The results that are obtained are then compared. For these datasets, the results indicate that genetic algorithm approach produced the highest accuracy when compared to simulated annealing and particle swarm optimization. However, the results of these four optimization methods are the same order of magnitude while hill climbing produces the lowest accuracy.