Electron Microscopy is a valuable tool for the elucidation of the three-dimensional structure of macromolecular complexes. Knowledge about the macromolecular structure provides important information about its function and how it is carried out. This work addresses the issue of three-dimensional reconstruction of biological macromolecules from electron microscopy images. In particular, it focuses on a methodology known as "single-particles" and makes a thorough review of all those steps that can be expressed as an optimization problem. In spite of important advances in recent years, there are still unresolved challenges in the field that offer an excellent testbed for new and more powerful optimization techniques. Keywords Optimization . Electron microscopy . Single particles AMS Subject Classification 92C55 . 90C90 . 44A12 . 78A15 . 65R32