This book consists of the preliminaries of mathematical programming, convex sets, topics of linear programming, integer linear programming, transportation problem, assignment problem and the basic of optimization using calculus method. Every topic has been presented in a simple way. The book becomes easier to understand for the readers, because, we follow the method definition-example-theory-example-application in writing each section. Students get here some done examples, mostly collected from the question papers of different universities. Exercises are included for home work. By studying the book, readers will learn the applications as well as the basic understandings of mathematical programming.