In the past decade, Graphics Processing Units have played an important role in the field of high-performance computing and they still advance new fields such as IoT, autonomous vehicles, and exascale computing. It is therefore important to understand how to extract performance from these processors, something that is not trivial. This survey discusses various optimization techniques found in 450 articles published in the last 14 years. We analyze the optimizations from different perspectives which shows that the various optimizations are highly interrelated, explaining the need for techniques such as auto-tuning.