This course introduces students to the theory, algorithms, and applications of optimization, particularly in linear programming, integer programming, and convex (quadratic) programming.  Many real-world business problems can be modelled as an optimization problem, and it is important to choose the most appropriate formulation to ensure that a solution can be obtained efficiently. Students will learn essential theoretical and algorithmic topics, such as the Simplex method, duality, cutting planes, and optimality conditions. Applications to finance will be emphasized.  The course will introduce the use of software such as Gurobi with Python to solve large optimization problems.