The study of nonlinear optimization is both fundamental and a key course for applied mathematics, operations research, management science, industrial engineering, and economics at most colleges and universities. The use of linear programming software for microcomputers has become widely available. Like most tools, however, it is useless unless the user understands its applications and purpose. The user must ensure that the mathematical input accurately reflects the real-world problem to be solved and that the numerical results are correctly used. Therefore, the mathematical modeling framework is critical to setting up and solving mathematical programming problems. The world is mostly nonlinear and students should begin early learning the techniques to solve problems modeled by nonlinear optimization. Rapidly changing technologies evidenced by the use of graphing calculators and enhanced computer software systems (MAPLE) enable the student to be exposed to these topics earlier than before. Mathematics is its own language. As such, mathematics is numerical, graphical, and analytical. We present the concepts in several ways to foster this understanding. The presentation is fully exposed and entirely self-contained.