This research work is concerned with the usual concepts of the Efficiency and Optimization. After a short Introduction, we give some questions on the notion of the Efficiency and we emphasize the Pareto Optimality as one of the illustrative examples.We present the Efficiency and the Optimization in the Infinite Dimensional Ordered Vector Spaces following also our recent results concerning the most general concept of Approximate Efficiency, as a natural generalization of the Efficiency, with implications and applications in Vector Optimization and the new important extension of our Coincidence Result between the Efficient Points Sets and the Choquet Boundaries. In this way, the Efficiency is connected for the first time with Potential Theory through the agency of Optimization and conversely. Several pertinent references conclude the study.