Although there are numerous different techniques, the easiest and most common is the
Tratak.
Sit in a comfortable position in a dark room. Place a lighted candle in level with the eyes, at a distance of 1 to 2 feet from the face. Straighten the spine and open the eyes gazing at the brightest spot of the flame. As soon as the eyes become tired or if they begin to water, close them and relax. Do not move the body, but be aware of the after image of the flame in front of the closed eyes. You should practice tratak on this image, holding it directly in front or a little above the eyebrow centre. As soon as it begins to fade, open the eyes again and continue to concentrate on the external candle flame.

It can be done by painting a circle in black or green of the size of a coin (approximately ½ inch to 1½ inches in diameter) on a piece of paper or by lighting an earthen lamp and placing it at eye level, at a distance of 1 ½ yards. Sitting in sidhasana or padmasana pose in a dark room with both eyes wide open, keep staring at the painted dot or the lighted earthen lamp till tears begin to flow, and then close your eyes. Repeat this exercise. Keep practicing this until you are able to fix your gaze for 10 or 15 minutes without blinking.

This practice develops the power of concentration