The main objective of this course is to provide students with basic knowledge and skills in the modeling of mathematical optimization problems, as well as the associated resolution techniques. Both linear and nonlinear optimization problems, with and without integer variables, will be studied. From the practical point of view, it is worth mentioning that the course will focus on the practical implementation in the computer of real models and their resolution by means of the most current optimization tools. In particular, the focus will be on problems and models that may be of special relevance in different areas of artificial intelligence.