Now and in the future, it is clear to anyone that a simple observation of an economic phenomenon without a thorough statistical and mathematical study is no longer satisfactory and cannot be accepted due to the worst consequences. The global study of the qualitative and quantitative aspects of the economic phenomenon requires a certain amount of notions, concepts and mathematical methods that considered as a whole can give a so-called mathematical model attached to the studied phenomenon. The application of mathematics in economics has two main directions. The first one uses the mathematical methods as an instrument meant to support the qualitative study of the economic phenomenon. The second one uses the mathematics to analyze the quantitative aspects of the economic practice (planning, forecasting etc.). The mathematical programming problems are problems of decision making with the infinity of admissible solutions (possible versions). The mathematical programming problems with multiple functions - objects have a special role as well. This scientific article proposes some examples of solving linear programming using some methods previously analyzed. The paper also deals with the Pareto optimization that comes from Vilfredo Pareto, an Italian engineer, sociologist, economist, political scientist and philosopher. The Pareto optimization is a state in which no one can improve one’s situation without damaging the other person’s situation. The Pareto optimization is an important concept in economics with game theory applications.