We present a complete classification of the distributed computational complexity of local optimization problems in directed cycles for both the deterministic and the randomized LOCAL model. We show that for any local optimization problem $Π$ (that can be of the form min-sum, max-sum, min-max, or max-min, for any local cost or utility function over some finite alphabet), and for any constant approximation ratio $α$, the task of finding an $α$-approximation of $Π$ in directed cycles has one of the following complexities: 1. $O(1)$ rounds in deterministic LOCAL, $O(1)$ rounds in randomized LOCAL, 2. $Θ(\log^* n)$ rounds in deterministic LOCAL, $O(1)$ rounds in randomized LOCAL, 3. $Θ(\log^* n)$ rounds in deterministic LOCAL, $Θ(\log^* n)$ rounds in randomized LOCAL, 4. $Θ(n)$ rounds in deterministic LOCAL, $Θ(n)$ rounds in randomized LOCAL. Moreover, for any given $Π$ and $α$, we can determine the complexity class automatically, with an efficient (centralized, sequential) meta-algorithm, and we can also efficiently synthesize an asymptotically optimal distributed algorithm. Before this work, similar results were only known for local search problems (e.g., locally checkable labeling problems). The family of local optimization problems is a strict generalization of local search problems, and it contains numerous commonly studied distributed tasks, such as the problems of finding approximations of the maximum independent set, minimum vertex cover, minimum dominating set, and minimum vertex coloring.