There are currently several questions tagged mathematical-programming, but this doesn't convey much meaning to me. Are there better tags we could use?
A bit of googling shows that Wikipedia (accessed via google cache because of the SOPA protest) says that its an old term for programming optimization problems:
An optimization problem can be represented in the following way << snip >>.
Such a formulation is called an optimization problem or a mathematical programming problem
(a term not directly related to computer programming, but still in use for example in linear programming - see History below).
The page http://glossary.computing.society.informs.org/index.php?page=nature.html says that
A mathematical program is an optimization problem of the form:
Maximize $f(x): x in X, g(x) <= 0, h(x) = 0$
where $X$ is a subset of $R^n$ and is in the domain of the functions, $f$, $g$ and $h$, which map into real spaces. The relations, $x$ in $X$, $g(x) <= 0$ and $h(x) = 0$ are called constraints, and $f$ is called the objective function.