The PSU is turning itself off due to a problem in its power supply or in its output. Check if the rating of your psu is enough to power your rig.
If it is an EVGA psu remove all the VGA, CPU and SATA cables from the PSU and attach the EVGA tester to the motherboard cable. If the PSU fan spins reconnect the cables to the motherboard, GPU`S and CPU. I`ve had similar problems in the past doing this normally solves the problem. It is also advisable to have a surge protector before your PSU.