The list given below will take you into some interesting optimization sites ...but not always in an optimal way...
Mathematical Programming Society
Michael Trick's OR Page
Optimization Technology Center
to optimization software
Network-Enabled Optimization System
Benchmarks for Optimization Software
Optimization on Line
includes recent preprints
Some codes for LP and NLP
More Software and Codes...
Nonlinear programming test problems and Software
Klaus Schittkowski Home Page
Sites on Special Topics
Ant Colony Optimization
Optimization via "smart insects behavior"....
Entropy and Information Theory
Secrets of life.....