  We review the main proposals of particle physics for the composition of the
cold dark matter in the universe. Strong axion contribution to cold dark matter
is not favored if the Peccei-Quinn field emerges with non-zero value at the end
of inflation and the inflationary scale is superheavy since, under these
circumstances, it leads to unacceptably large isocurvature perturbations. The
lightest neutralino is the most popular candidate constituent of cold dark
matter. Its relic abundance in the constrained minimal supersymmetric standard
model can be reduced to acceptable values by pole annihilation of neutralinos
or neutralino-stau coannihilation. Axinos can also contribute to cold dark
matter provided that the reheat temperature is adequately low. Gravitinos can
constitute the cold dark matter only in limited regions of the parameter space.
We present a supersymmetric grand unified model leading to violation of Yukawa
unification and, thus, allowing an acceptable b-quark mass within the
constrained minimal supersymmetric standard model with mu>0. The model
possesses a wide range of parameters consistent with the data on the cold dark
matter abundance as well as other phenomenological constraints. Also, it leads
to a new version of shifted hybrid inflation.
