We theoretically study one- and two-dimensional extended Peierls-Hubbard models, so as to clarify nonlinear natures of lattice relaxation processes of photo-generated excitons in charge- density wave (CDW) states. This theory is mainly based on the adiabatic approximation for phonons, and on the mean field approximation for inter-electron interactions, but is also reinforced by taking the electron-hole correlation into account within the first order perturbation, so as to obtain exciton effects. Various potential energy surfaces related to the lattice relaxation processes are calculated within this approximation, and the relaxation paths of exciton are clarified. In the 1D CDW, the exciton relaxes down to a macroscopic excited state, in which the phase of the Peierls distortion is completely inverted from that of the starting ground state. In the 2D case, on the other hand, the exciton relaxes down to form a local excited domain, wherein the spin density wave type order appears over several lattice sites. Thus, the excitons are shown to relax down to low lying collective excitations, wherein many excitons have been condensed. This is nothing but the `proliferation' of excitons during the relaxation, and this new characteristic is mainly due to the multi-stable nature of the CDW ground state.