Also please tell me how neural networks can be applied in optimizing certain problems.
I mean in Data Mining and Artificial Intelligence Area..Also please tell me how neural networks can be applied in optimizing certain problems.

You did not state whether you were referring to Biological (the traditional meaning) or to Artificial (the modern usage). For further reading, try this link: http://en.wikipedia.org/wiki/Neural_network

It also makes a difference in the types of problems being optimized when referring to either of these definitions of a neural network. And to exactly what conditions need to be met to classify something as being optimized.

Your question and follow-up sentence are much to vague to be fully answered within the confines of Yahoo Answers. They produce more questions about further details than has been provided.

Try doing a Google search using the following keywords:

neural networks optimized problem solving

You should be able to get several links such as these:

http://www.springerlink.com/content/0q4443xhu753237r/
http://www.doc.ic.ac.uk/~nd/surprise_96/journal/vol4/cs11/report.html
http://www2.computer.org/portal/web/csdl/doi/10.1109/PDCAT.2005.13

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