This workshop introduces basic concepts, models and algorithms in linear programming, convex optimization and stochastic optimization. A MATLAB-based modeling system for convex optimization, CVX, is covered. Case studies are presented including an production plan problem, smart electric vehicle charging, a newsvendor problem, and a regression model. The codes are provided for practice. The workshop is organized by IEEE South Sask section & PES/IAS Joint Chapter in collaboration with Engineering Graduate Student Association (EGSA) and the Faculty of Engineering and Applied Science at the University of Regina.