This exercise book is a supplement to the book Optimization, written by the same authors. In an earlier Swedish version of the book (2003) some exercises were included directly in the book. We have now moved these exercises to an independent book and substantially increased the number of exercises. Most exercises have detailed solutions while the remaining at least have short answers. The exercise book includes questions in the areas of linear programming, network optimization, nonlinear optimization, integer programming and dynamic programming and on the use of the solver in Excel and the modeling language AMPL.