The Light-Up puzzle, also known as the AKARI puzzle, has never been solved using modern artificial intelligence (AI) methods. Currently, the most widely used computational technique to autonomously develop solutions involve evolution theory algorithms. This project is an effort to apply new AI techniques for solving the Light-up puzzle faster and more computationally efficient. The algorithms explored for producing optimal solutions include hill climbing, simulated annealing, feed-forward neural network (FNN), and convolutional neural network (CNN). Two algorithms were developed for hill climbing and simulated annealing using 2 actions (add and remove light bulb) versus 3 actions(add, remove, or move light-bulb to a different cell). Both hill climbing and simulated annealing algorithms showed a higher accuracy for the case of 3 actions. The simulated annealing showed to significantly outperform hill climbing, FNN, CNN, and an evolutionary theory algorithm achieving 100% accuracy in 30 unique board configurations. Lastly, while FNN and CNN algorithms showed low accuracies, computational times were significantly faster compared to the remaining algorithms. The GitHub repository for this project can be found at https://github.com/rperera12/AKARI-LightUp-GameSolver-with-DeepNeuralNetworks-and-HillClimb-or-SimulatedAnnealing.