Optimization problems arise in a multitude of ways as a means of solving problems in engineering design, portfolio design, system management, parameter estimation, statistics, and in the modeling of physical and behavioral phenomena. This is an introductory course in numerical methods for continuous optimization in finite dimensions. Optimization modeling techniques and numerical solution methodology will be applied to a range of important problems in operations, marketing, and finance. The optimization tools that we consider cover much of what is known as mathematical programming. We begin with linear programming and then progress through to nonlinear programming and integer programming.