The collection contains tasks on linear, nonlinear, discrete, dynamic and stochastic programming. In the second edition (1st ed. - 1984) significantly expanded and supplemented chapters related to linear and non-linear programming. In particular, problems and examples on numerical optimization methods, the method of penalty functions, the method of possible directions are included. The necessary theoretical information and description of the main methods are given, the application of which is illustrated by solving specific examples. For university students studying in the specialties "Automated information processing and control systems" and "Applied mathematics."