|Optimization is central to any problem involving decision making, whether in engineering or in economics. The task of decision making entails choosing between various alternatives. This choice is governed by our desire to make the "best" decision. The measure of goodness of the alternatives is described by an objective function or performance index. Optimization theory and methods deal with selecting the best alternative in the sense of the given objective function. The purpose of this course is to provide a working knowledge of optimization theory and methods. To accomplish this goal, we include many examples that illustrate the theory and algorithms discussed in the class. However, it is not my intention to provide a cookbook of the most recent numerical techniques for optimization; rather, my goal is to equip the students with sufficient background for further study of advanced topics in optimization.