This problem started suddenly or have you made a change to your system recently?
After turning on your system check the SMPS fan is working or not. You may need a SMPS replacement.
Confirm, That the Power supply cooling fan is working?
That the Processor cooling fan is also working?
How much time it takes the system to shut down from putting ON?
Is shut down frequent or happens rare?
Answers to the above question will help proper diagnose and guide.