The list given below will take you into some interesting optimization sites ...but not always in an optimal way...

General Interest

The Mathematical Programming Society
The NEOS State of the art solver for Numerical Optimization
Benchmarks for Optimization Software
Optimization on Line includes recent preprints

Numerical Recipes

Netlib Collection

Nonlinear programming Test problems and Software

Klaus Schittkowski -- Software Home Page

Jorge Nocedal -- Software Home Page

Russell Luke -- ProxTool Box: Fixed point iterations with proximal operators

Sites on Special Topics

Semidefinite Programming
Ant Colony Optimization Optimization via "smart insects behavior"....
Entropy and Information Theory Secrets of life.....