Abstract: It is known that the traditional optimal theory has limitations on the ability of descriptions, the method of modeling, the realization of the method and the analysis of the model data. The concept and the method of generalized optimization based on knowledge are presented.They include the concept of knowledge in generalized optimization, the descriptions of the optimal problem and the general procedure of the generalized optimization.The main method composes of four steps:the knowledge modeling of the optimal problem, the founding of the generalized optimization algorithm, the reduction of the knowledge system and the construction of the decision rule.In order to illustrate the efficiency of the method, an application in the optimizing boiler combustion is given.